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## Re: AR model

 From: estefaniame Subject: Re: AR model Date: Sun, 5 Jul 2020 21:33:27 +0200

El sáb., 4 jul. 2020 22:25, <estefaniame@gmail.com> escribió:
The fact is that yt=b0+b1*y^-1+b2*y^-2 is also written as (1-b1-b2)*L being L the lag operator. This is why I wrote [1 -b1 -b2].

I want to find the roots of the corresponding polynomial for that AR model. Should then I put: [1 b1 b2]? I find examples for polynomials like x^2+x+1, for instance, but I need the way to express an AR model.
Could you help me? Thank you very much.

Kind regards,

Estefanía

El sáb., 4 jul. 2020 22:12, Marco Atzeri <marco.atzeri@gmail.com> escribió:
On 04.07.2020 21:37, estefaniame@gmail.com 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,
>
> Estefanía
>
>

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

so they are not polynomial

https://octave.org/doc/v5.2.0/Polynomial-Manipulations.html

Marco