roots function

Roots of the lag polynomials of an ARIMA model

roots compute the roots of the AR, I, MA lag polynomials an ARIMA model.

roots(x, ...)

## S3 method for class 'um'
roots(x, opr = c("arma", "ar", "ma", "i", "arima"), ...)

Arguments

• x: an object of class um.
• ...: additional arguments.
• opr: character that indicates which operators are selected.

Returns

List of matrices with the roots of each single polynomial.

Examples

um1 <- um(ar = "(1 - 0.8B)(1 - 0.8B^12)")
roots(um1)