search for: archeck

...<- p trarma <- .Call(R_ARIMA_transPars, par, arma, FALSE) if (ncxreg > 0) x <- x - xreg %*% par[narma + (1:ncxreg)] res <- .Call(R_ARIMA_CSS, x, arma, trarma[[1]], trarma[[2]], as.integer(ncond), FALSE) 0.5 * log(res) } arCheck <- function(ar) { p <- max(which(c(1, -ar) != 0)) - 1 if (!p) return(TRUE) all(Mod(polyroot(c(1, -ar[1:p]))) > 1) } maInvert <- function(ma) { q <- length(ma) q0 <- max(which(c(1, ma) != 0)) - 1 if (!q0)...

I've looked around but I can't find the method in R for testing whether the resulting estimated coefficients of an AR model imply that the model is invertible. To quote from eric zivot's blue book : " the AR(p) is invertible provided the rots of the characteristic equation Phi(z) = 1 - phi_1*z - phi_2*z^2 = phi_3*z^3 - ..... Phi_p*z^p = 0 lie outside the complex circle".