dse (version 2014.11-1)

McMillanDegree: Calculate McMillan Degree

Description

Calculate the McMillan degree of an ARMA TSmodel.

Usage

McMillanDegree(model,  ...)
    ## S3 method for class 'ARMA':
McMillanDegree(model, fuzz=1e-4, verbose=TRUE, warn=TRUE, ...)
    ## S3 method for class 'SS':
McMillanDegree(model, fuzz=1e-4, ...)
    ## S3 method for class 'TSestModel':
McMillanDegree(model,  ...)

Arguments

model

An object of class TSmodel.

fuzz

Roots within fuzz distance are counted as equivalent.

verbose

If TRUE roots are printed.

warn

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

...

arguments to be passed to other methods.

Value

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

Side Effects

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

concept

DSE

See Also

stability

Examples

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
McMillanDegree(model)