Economics at your fingertips  

ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials

Sune Karlsson ()

Statistical Software Components from Boston College Department of Economics

Abstract: armaroots is for use after arima. It calculates the roots of the characteristic polynomials (which should be less than 1 in modulus for stationarity and invertibility). For complex roots the period of the corresponding cycle is also calculated. The roots are plotted on the unit circle for easy visual checking for roots that cancel in the AR- and MA-polynomials.

Language: Stata
Requires: Stata version 9
Keywords: ARIMA; stability; stationarity; invertibility (search for similar items in EconPapers)
Date: 2008-04-07
Note: This module should be installed from within Stata by typing "ssc install armaroots". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link) program code (text/plain) help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This software item can be ordered from

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Series data maintained by Christopher F Baum ().

Page updated 2018-03-22
Handle: RePEc:boc:bocode:s456924