
From:  estefaniame 
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 (1b1b2)*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 <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*Yt1+b2*Yt2+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/PolynomialManipulations.html
Marco
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