dse (version 2003.6-1)

stability: Calculate Stability of a TSmodel

Description

Calculate roots and their modulus and indicate stability.

Usage

stability(obj, fuzz=1e-4, digits=8, verbose=TRUE)
    ## S3 method for class 'ARMA':
stability(obj, fuzz=1e-4, digits=8, verbose=TRUE)
    ## S3 method for class 'roots':
stability(obj, fuzz=1e-4, digits=8, verbose=TRUE)
    ## S3 method for class 'TSmodel':
stability(obj, fuzz=1e-4, digits=8, verbose=TRUE)
    ## S3 method for class 'TSestModel':
stability(obj, fuzz=1e-4, digits=8, verbose=TRUE)

Arguments

obj

An object of class TSmodel.

fuzz

Roots within fuzz are considered equal.

digits

Printing precision.

verbose

Print roots and there moduli.

Value

• TRUE or FALSE if the model is stable or not stable.

sideffects

The eigenvalues of the state transition matrix or the roots of the determinant of the AR polynomial are printed if verbose is T.

See Also

McMillanDegree

Examples

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