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Distribution of AR and MA polynoms roots in ARMA/ARMA-GARCH models
I have another noob question. So, for example, I have ARMA(2,2) model:
$$ x_{t} = \phi_{1}x_{t-1} + \phi_{2}x_{t-2} + e_{t} + \theta_{1} e_{t-1} + \theta_{2} e_{t-2}$$.
So, I have 2 polynoms: $$1 - \...
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