dse (version 2014.11-1)

checkBalanceMittnik: Check Balance of a TSmodel

Description

Calculate the difference between observability and reachability gramians of the model transformed to Mittnik's form.

Usage

checkBalanceMittnik(model)
    ## S3 method for class 'ARMA':
checkBalanceMittnik(model)
    ## S3 method for class 'SS':
checkBalanceMittnik(model)
    ## S3 method for class 'TSestModel':
checkBalanceMittnik(model)

Arguments

model

An object of class TSmodel.

Value

• No value is returned.

Side Effects

Differences between the observability and reachability gramians are printed.

concept

DSE

Details

Balanced models should have equal observability and reachability gramians.

See Also

checkBalance MittnikReduction

Examples

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