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Hi everyone,

Does anyone know if there is a python equivalent to this r code:

https://robjhyndman.com/hyndsight/arma-roots/

Thanks
found this: https://towardsdatascience.com/arima-mod...fc7fb792f9
Don't know if it covers what you want.
(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)