dse (version R2000.6-1)

McMillan.degree: Calculate McMillan Degree

Description

Calculate the McMillan degree of an ARMA TSmodel.

Usage

McMillan.degree(model, fuzz=fuzz, verbose=T, warn=T)

Arguments

model

An object of class TSmodel.

fuzz

Roots within fuzz distance are counted as equivalent.

verbose

If T roots are printed.

warn

Value

• A list with elements gross and distinct containing all roots and distinct roots.

sideffects

The number of roots and distinct roots is printed if verbose is T.

See Also

stability

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(eg1.DSE.data.diff)
McMillan.degree(model)