|Subject:||Re: AR model|
|Date:||Sun, 5 Jul 2020 21:33:27 +0200|
Thank you for your answer.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,EstefaníaEl sáb., 4 jul. 2020 22:12, Marco Atzeri <firstname.lastname@example.org> escribió:On 04.07.2020 21:37, email@example.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,
polynomials have positive exponents.
You seems to use negative ones b0+b1*Yt^-1+b2*Yt^-2
so they are not polynomial
|[Prev in Thread]||Current Thread||[Next in Thread]|