Nov-30-2022, 12:10 AM
Nov-30-2022, 05:52 AM
found this: https://towardsdatascience.com/arima-mod...fc7fb792f9
Don't know if it covers what you want.
Don't know if it covers what you want.
Nov-30-2022, 09:23 PM
(Nov-30-2022, 05:52 AM)Larz60+ Wrote: [ -> ]found this: https://towardsdatascience.com/arima-mod...fc7fb792f9
Don't know if it covers what you want.
Unfortunately that does not cover AR roots of the model coefficients. I found the code to get the AR roots of the model coefficients in python but the output is confusing. The r code helps visualize it in the unit circle so is perfect for my thesis.
import numpy as np import numpy.polynomial.polynomial as root gdp = root.polyroots(g) con = root.polyroots(c) exp = root.polyroots(e) imp = root.polyroots(i) uem = root.polyroots(u)