I urgently need help on interpreting the numbers from a SAS output on Characteristic Roots:
The VARMAX Procedure
The VARMAX Procedure Roots of AR Characteristic Polynomial
Index Real Imaginary Modulus Radian Degree
1 0.77238 0.35899 0.8517 0.4351 24.92842
2 0.77238 -0.35899 0.8517 -0.4351 -24.9284
I understand that by looking at the Modulus of the eigenvalue it's stationary if it's less than one. But what about the other elements in the results, i.e Real, Imaginary, Radian, Degree? What do they mean and how should I interpret them?
Thanks in advance.