dse (version R2000.6-1)

roots: Calculate Model Roots

Description

Calculate roots of a TSmodel.

Usage

roots(model, fuzz=0, randomize=F, warn=T, by.poly=F)

Arguments

model
An object of class TSmodel.
fuzz
randomize
warn
If F then warnings about unit roots added for TREND are not printed.
by.poly

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, McMillan.degree

Examples

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