LAGPOLYROOTS Procedure

@LagPolyRoots produces a table of the inverted roots of the input lag polynomial, showing the modulus and (for complex roots) the period.

@LagPolyRoots lagpoly

Parameters

lagpoly

polynomial represented as a VECTOR with \(p(x) = v(1) + v(2)x + v(3)x^2 + ... + v(p + 1)x^p \)

Options

TITLE=title for report ["Polynomial Roots"]

Example

This is from the TARMODELS.RPF example, analyzing the roots of the upper polynomial in a threshold model.

@LagPolyRoots(title="Above Threshold Polynomial") %eqnlagpoly(upper,x)

Output

Above Threshold Polynomial

Real Imag Modulus Period

-0.246 -1.010 1.039

-0.246 1.010 1.039 3.471

0.230 -0.933 0.961

0.230 0.933 0.961 4.726

0.944 -0.095 0.948

0.944 0.095 0.948 62.535

0.727 -0.559 0.917

0.727 0.559 0.917 9.590

-0.654 0.585 0.878 2.605

-0.654 -0.585 0.878

-0.836 -0.000 0.836

This has a mix of (mainly) periodic roots, with a slightly explosive root pair with a period of 3.47 years.