Object Reference : Object View and Procedure Reference : Var
  
 
arroots
Inverse roots of the characteristic AR polynomial.
Syntax
var_name.arroots(options)
Options
 
name=arg
Save roots in named matrix object. Each root is saved in a row of the matrix, with the first column containing the real, and the second column containing the imaginary part of the root.
graph
Plots the roots together with a unit circle. The VAR is stable if all of the roots are inside the unit circle.
p
Print table of AR roots.
Examples
var var1.ls 1 6 lgdp lm1 lcpi
var1.arroots(graph)
The first line declares and estimates a VAR with 6 lags. The second line plots the AR roots of the estimated VAR.
var var1.ls 1 6 lgdp lm1 lcpi
store roots
freeze(tab1) var1.arroots(name=roots)
The first line declares and estimates a VAR with 6 lags. The second line stores the roots in a matrix named ROOTS, and the table view as a table named TAB1.
Cross-references
See “Diagnostic Views” for other VAR diagnostics.