how to solve the characteristic equation?
Posted: Fri Aug 06, 2010 8:39 pm
if I know the coefficients of a AR model,such as
y=0.067+ 0.232 * y(-1) + 0.220 * y(-3) + 0.105 * y(-5) + 0.149* y(-6) - 0.056 * y(-8) + 0.171 * y(-11) - 0.2564 * y(-12)+u.
how to compute the roots of the characteristic AR polynomial?
thanks,very much!
y=0.067+ 0.232 * y(-1) + 0.220 * y(-3) + 0.105 * y(-5) + 0.149* y(-6) - 0.056 * y(-8) + 0.171 * y(-11) - 0.2564 * y(-12)+u.
how to compute the roots of the characteristic AR polynomial?
thanks,very much!