roots {dse1}R Documentation

Calculate Model Roots

Description

Calculate roots of a TSmodel.

Usage

    roots(obj, ...)
    roots(obj, fuzz=0, randomize=FALSE, ...)
    roots(obj, fuzz=0, randomize=FALSE, warn=TRUE, by.poly=FALSE, ...)
    roots(obj, ...)
    

Arguments

obj An object of class TSmodel.
fuzz If non-zero then roots within fuzz distance are considered equal.
randomize Randomly arrange complex pairs of roots so the one with the positive imaginary part is not always first (so random experiments are not biased).
warn If FALSE then warnings about unit roots added for TREND are not printed.
by.poly If TRUE then roots are calculated by expanding the determinant of the A polynomial. Otherwise, they are calculated by converting to a state space representation and calculating the eigenvalues of F. This second method is preferable for speed, accuracy, and because of a limitation in the degree of a polynomial which can be handled by polyroot.
... arguments passed to other methods.

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, McMillanDegree

Examples

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

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