ARMApolyroots

This function calculates the roots of the AR or MA polynomials that
correspond to an ARMA model.

Estimating and analyzing auto regressive integrated moving average
(ARIMA) models. The primary function in this package is arima(), which fits
an ARIMA model to univariate time series data using a random restart
algorithm. This approach frequently leads to models that have model
likelihood greater than or equal to that of the likelihood obtained by
fitting the same model using the arima() function from the 'stats' package.
This package enables proper optimization of model likelihoods, which is a
necessary condition for performing likelihood ratio tests. This package
relies heavily on the source code of the arima() function of the 'stats'
package. For more information, please see Jesse Wheeler and Edward L.
Ionides (2023) <doi:10.48550/arXiv.2310.01198>.

Jesse Wheeler

arima2

Likelihood Based Inference for ARIMA Modeling

Noel McAllister

Dhajanae Sylvertooth

Edward Ionides

Brian Ripley

R Core Team 

ARMApolyroots function

<dl><dt>model</dt>
<dd>Either of fitted object of class <code>Arima</code> (i.e., the output of
either <code><a href="/link/stats%3A%3Aarima()?package=arima2&version=3.3.0" data-mini-rdoc="arima2::stats::arima()">stats::arima()</a></code> or <a href="/link/arima?package=arima2&version=3.3.0" data-mini-rdoc="arima2::arima">arima</a>), a list with named elements at
least one of the named elements <code>ar</code> or <code>ma</code>, or a vector with named
elements, such as <code>c("ar1" = 0.3, "ar2" = -0.2, "ma1" = 0.14)</code> Seasonal
coefficients are ignored.</dd>
<dt>type</dt>
<dd>character of value "AR" or "MA", indicating whether or not the
AR or MA polynomial roots are desired.</dd></dl>

Arguments

ARMA polyroots — ARMApolyroots

<dl>

<dt>model</dt>
<dd>Either of fitted object of class <code>Arima</code> (i.e., the output of
either <code><a href='https://rdrr.io/r/stats/arima.html'>stats::arima()</a></code> or <a href='https://rdrr.io/r/stats/arima.html'>arima</a>), a list with named elements at
least one of the named elements <code>ar</code> or <code>ma</code>, or a vector with named
elements, such as <code>c("ar1" = 0.3, "ar2" = -0.2, "ma1" = 0.14)</code> Seasonal
coefficients are ignored.</dd>


<dt>type</dt>
<dd>character of value "AR" or "MA", indicating whether or not the
AR or MA polynomial roots are desired.</dd>

</dl>

ARMApolyroots: ARMA polyroots

Description

Usage

Value

Arguments

Examples