AR roots for VAR coefficients

[Scott]

Hi everyone,

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

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

Thanks

[Larz60+]

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

[Scott]

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)