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Re: AR model

From: Marco Atzeri
Subject: Re: AR model
Date: Sat, 4 Jul 2020 22:11:53 +0200
User-agent: Mozilla/5.0 (Windows NT 10.0; WOW64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0

On 04.07.2020 21:37, wrote:
Good evening

I have a doubt on polynomials. If I have an AR model like Yt=b0+b1*Yt-1+b2*Yt-2+et and I want to write the corresponding polynomial, would it be [1 -b1 -b2]?

Thank you very much.

Kind regards,


polynomials have positive exponents.
You seems to use negative ones b0+b1*Yt^-1+b2*Yt^-2

so they are not polynomial


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