Determining the root of the characteristic equation for time series model
- To: mathgroup at smc.vnet.net
- Subject: [mg113442] Determining the root of the characteristic equation for time series model
- From: Christofer Bogaso <bogaso.christofer at gmail.com>
- Date: Fri, 29 Oct 2010 06:26:39 -0400 (EDT)
Hello all, I am a new user of Mathematica and would appreciate if somebody help me with some hints how can I use Mathematica to solve a typical problem. Suppose I have a matrix polynomial for "z" (which is a scalar) like: Determinant of (Identity_matrix[5] - A1*z - A2*(z^2)) = 0 Here A1 and A2 are 2 separate given square matrices of length 5. I have faced this problem while solving the characteristic polynomial of a multivariate time series model. I am aware of the capability of Mathematica for it's symbolic computation. It would really be helpful if somebody helps me how to do that using Mathematica. Thanks and regards,