warn_eigens

<code>warn_eigens</code> warns if the model contains near-unit-roots in some regimes

internal

Penalized and non-penalized maximum likelihood estimation of smooth
transition vector autoregressive models with various types of transition weight
functions, conditional distributions, and identification methods. Constrained
estimation with various types of constraints is available. Residual based
model diagnostics, forecasting, simulations, counterfactual analysis, and
computation of impulse response functions, generalized impulse response functions,
generalized forecast error variance decompositions, as well as historical
decompositions. See
Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
Markku Lanne, Savi Virolainen (2025) <doi:10.48550/arXiv.2403.14216>,
Savi Virolainen (2025) <doi:10.48550/arXiv.2404.19707>.

Savi Virolainen

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector
Autoregressive Models

warn_eigens function

<dl><dt>stvar</dt>
<dd>object of class <code>"stvar"</code></dd>
<dt>tol</dt>
<dd>if eigenvalue is closer than <code>tol</code> to its bound, a warning is thrown</dd>
<dt>allow_unstab</dt>
<dd>If <code>TRUE</code>, estimates not satisfying the stability condition are allowed. Always <code>FALSE</code> if
<code>weight_function="relative_dens"</code>.</dd></dl>

Arguments

Warn about near-unit-roots in some regimes — warn_eigens

<dl>

<dt>stvar</dt>
<dd>object of class <code>"stvar"</code></dd>


<dt>tol</dt>
<dd>if eigenvalue is closer than <code>tol</code> to its bound, a warning is thrown</dd>


<dt>allow_unstab</dt>
<dd>If <code>TRUE</code>, estimates not satisfying the stability condition are allowed. Always <code>FALSE</code> if
<code>weight_function="relative_dens"</code>.</dd>

</dl>

warn_eigens: Warn about near-unit-roots in some regimes

Description

Usage

Value

Arguments

Details