This is a variant of vars::roots() for an object of class 'varshrinkest', VAR parameters estimated by VARshrink().
VARshrink()
roots_sh(x, modulus = TRUE)
An object of class "varshrinkest"
TRUE for modulus of the roots.
roots
# NOT RUN { data(Canada, package = "vars") y <- diff(Canada) estim <- VARshrink(y, p = 2, type = "const", method = "ridge") roots_sh(estim) # }
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