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# polyroot()

Usage:
 ```polyroot(coefs), coefs a REAL matrix ```

Keywords: time series, complex arithmetic
```polyroot(Coef) computes the real and possibly complex roots of the
polynomials specified by the columns of REAL matrix Coef.  If c[i] is
Coef[i,j], then the polynomial whose roots are found is
x^n - c[1]*x^(n-1) - c[2]*x^(n-2) - ... - c[n-1]*x - c[n],
where n = nrows(Coef).  Note that the leading coefficient (of x^n) is 1,
and the coeficients are associated with descending powers of x.

NOTE: The sign assumed for Coef is not affected by variables ARSIGN or
MASIGN which are recognized by several macros in file Arima.mac.  Type
arimahelp(MASIGN) for details.

If Coef is n by m, the result returned is a n by 2*m matrix with the
real and imaginary parts of the roots associated with column j of Coef
in columns 2*j-1 and 2*j, that is in the standard fully complex form.
See topic 'complex'.

To find the roots of polynomial d[1]*x^n+d[2]*x^(n-1)+...+d[n]*x+
d[n+1], use polyroot(-d[-1]/d[1]) (when d is a matrix use
polyroot(-d[-1,]/d[1,])).

To find the roots of polynomial d[1]+d[2]*x+d[3]*x^2...+d[n+1]*x^n, use
polyroot(-reverse(d[-(n+1)])/d[n+1]) (when d is a matrix use
polyroot(-reverse(d[-(n+1),])/d[n+1,])).  See reverse().

The form of the argument to polyroot is adapted to its use in evaluating
autoregressive and moving average operators.  If phi is a REAL vector
and x is a vector of white noise, autoreg(phi,x) generates a stationary
autoregressive series if and only if the roots computed by polyroot(phi)
are inside the unit circle, that is, max(creal(cpolar(polyroot(phi)))) <
1.  Similarly, movavg(theta,x) generates an invertible moving average
model if and only if all the roots computed by polyroot(theta) lie
inside the unit circle.