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Nicky Poison
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funn
2025-11-19 15:19:15
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fun_with_astsa/fun_with_astsa.md

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@@ -656,12 +656,16 @@ arma.check(sar=1, S=12)
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You want a picture? Ok, but any seasonal stuff is ignored to avoid a messy graphic. It's the complex plane with the inverse roots and the little circles have the radius of the `redundancy tolerance`, which may be set by the user (`?arma.check` has details). Also, the graphic is displayed ONLY for causal and invertible models (so all roots are within the unit circle).
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You want a picture? Ok, but any seasonal stuff is ignored to avoid a messy graphic. It's the complex plane with the inverse roots and the little circles have the radius of the `redundancy tolerance`, which may be set by the user (`?arma.check` has details). Also, the graphic is displayed ONLY for causal and invertible models (so inverted roots are within the unit circle).
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```r
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arma.check(ar=c(1.5,-.75), ma=c(-.6,-.3,.45), plot=TRUE, gg=TRUE)
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# WARNING: (Possible) Parameter Redundancy ...
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##- this is not output... but just a little note that you can't
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##- always tell if a model is overparameterized just by looking
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##- at the parameters (unless you have extraordinary skills)
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```
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<img src="figs/arma.check.png" alt="arma.check" width="50%">

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