Journal of Time Series Econometrics
Editor-in-Chief: Hidalgo, Javier
CiteScore 2018: 0.20
SCImago Journal Rank (SJR) 2018: 0.323
Source Normalized Impact per Paper (SNIP) 2018: 0.291
This note derives an explicit formula for the numerical calculation of the square root of a matrix, when this function exists. An example is given as an illustration of the formula. The condition for the existence of the square root is also illustrated.