Gaph_Unit_Roots.R

# Compute AR roots
arroots <- function(object)
{
  if(class(object) != "Arima" & class(object) != "ar")
    stop("object must be of class Arima or ar")
  if(class(object) == "Arima")
    parvec <- object$model$phi
  else
    parvec <- object$ar
  if(length(parvec) > 0)
  {
    last.nonzero <- max(which(abs(parvec) > 1e-08))
    if (last.nonzero > 0)
      return(structure(list(roots=polyroot(c(1,-parvec[1:last.nonzero])),
                            type="AR"), class='armaroots'))
  }
  return(structure(list(roots=numeric(0),type="AR"),class='armaroots'))
}

# Compute MA roots
maroots <- function(object)
{
  if(class(object) != "Arima")
    stop("object must be of class Arima")
  parvec <- object$model$theta
  if(length(parvec) > 0)
  {
    last.nonzero <- max(which(abs(parvec) > 1e-08))
    if (last.nonzero > 0)
      return(structure(list(roots=polyroot(c(1,parvec[1:last.nonzero])),
                            type="MA"), class='armaroots'))
  }
  return(structure(list(roots=numeric(0),type="MA"),class='armaroots'))
}

plot.armaroots <- function(x, xlab="Real",ylab="Imaginary",
                           main=paste("Inverse roots of",x$type,"characteristic polynomial"),
                           ...)
{
  oldpar <- par(pty='s')
  on.exit(par(oldpar))
  plot(c(-1,1),c(-1,1),xlab=xlab,ylab=ylab,
       type="n",bty="n",xaxt="n",yaxt="n", main=main, ...)
  axis(1,at=c(-1,0,1),line=0.5,tck=-0.025)
  axis(2,at=c(-1,0,1),label=c("-i","0","i"),line=0.5,tck=-0.025)
  circx <- seq(-1,1,l=501)
  circy <- sqrt(1-circx^2)
  lines(c(circx,circx),c(circy,-circy),col='gray')
  lines(c(-2,2),c(0,0),col='gray') 
  lines(c(0,0),c(-2,2),col='gray')
  if(length(x$roots) > 0) {
    inside <- abs(x$roots) > 1
    points(1/x$roots[inside],pch=19,col='black')
    if(sum(!inside) > 0)
      points(1/x$roots[!inside],pch=19,col='red')
  }
}