On Tue, 31 Jan 2012, Henrique Andrade wrote: > Is there any way to retrieve the roots of an ARIMA model? Is there an > accessor that allows this kind of operation?
They are attached to the model in question under the name "roots". While there is no "$roots" accessor as such, it's now possible to retrieve them (in CVS and snapshots) via the special form $["roots"]. This form will work for any named data attached to the last model in the form of a scalar, series or matrix. Example: open data9-7 arma 1 2 ; QNC matrix r = $["roots"] r This form treats the last model as if it were a "bundle", from which any suitable named data can be extracted. Allin Cottrell
