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