Apart from Modulus, how should I interpret the Real, Imaginary, Degree and Radian of a ROOTS print output of a VARMAX procedure roots of AR Characteristic Polynomial (given in the PDF, extracted from the SAS VARMAX procedure Guide)
Although the PROC VARMAX documentation does not include many details on the output of the ROOTS option, the SAS/IML product includes the VTSROOT call routine, which performs a similar analysis. Please see the following documentation link to the VTSROOT subroutine for a description of the calculations and output:
Although the PROC VARMAX documentation does not include many details on the output of the ROOTS option, the SAS/IML product includes the VTSROOT call routine, which performs a similar analysis. Please see the following documentation link to the VTSROOT subroutine for a description of the calculations and output:
Additional details can also be found in the following reference:
Lütkepohl, H. (1993). Introduction to Multiple Time Series Analysis. 2nd ed. Berlin: Springer-Verlag.
I hope this helps!
DW
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