dse (version 2003.6-1)

roots: Calculate Model Roots

Description

Calculate roots of a TSmodel.

Usage

roots(obj, ...)
    ## S3 method for class 'SS':
roots(obj, fuzz=0, randomize=FALSE, ...)
    ## S3 method for class 'ARMA':
roots(obj, fuzz=0, randomize=FALSE, warn=TRUE, by.poly=FALSE, ...)
    ## S3 method for class 'TSestModel':
roots(obj, ...)

Arguments

obj

An object of class TSmodel.

fuzz

If non-zero then roots within fuzz distance are considered equal.

randomize

Randomly arrange complex pairs of roots so the one with the positive imaginary part is not always first (so random experiments are not biased).

warn

If FALSE then warnings about unit roots added for TREND are not printed.

by.poly

If TRUE then roots are calculated by expanding the determinant of the A polynomial. Otherwise, they are calculated by converting to a state space representation and calculating the eigenvalues of F. This second method is preferable f

verbose

arguments to be passed to other methods.

...

arguments passed to other methods.

Value

• The eigenvalues of the state transition matrix or the inverse of the roots of the determinant of the AR polynomial are returned.

See Also

stability, McMillanDegree

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- estVARXls(eg1.DSE.data.diff)
roots(model)