stability {dse1} | R Documentation |
Calculate roots and their modulus and indicate stability.
stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE) ## S3 method for class 'ARMA': stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE) ## S3 method for class 'roots': stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE) ## S3 method for class 'TSmodel': stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE) ## S3 method for class 'TSestModel': stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
obj |
An object of class TSmodel. |
fuzz |
Roots within fuzz are considered equal. |
eps |
Roots with modulus less than (1-eps) are considered stable. |
digits |
Printing precision. |
verbose |
Print roots and there moduli. |
eps
prevents the indication of a stable model when
the largest root is within rounding error of 1.0.
TRUE or FALSE if the model is stable or not stable.
The eigenvalues of the state transition matrix or the roots of the determinant of the AR polynomial are printed if verbose is T.
data("eg1.DSE.data.diff", package="dse1") model <- estVARXls(eg1.DSE.data.diff) stability(model)