checkBalanceMittnik {dse1} | R Documentation |
Calculate the difference between observability and reachability gramians of the model transformed to Mittnik's form.
checkBalanceMittnik(model) ## S3 method for class 'ARMA': checkBalanceMittnik(model) ## S3 method for class 'SS': checkBalanceMittnik(model) ## S3 method for class 'TSestModel': checkBalanceMittnik(model)
model |
An object of class TSmodel. |
Balanced models should have equal observability and reachability gramians.
No value is returned.
Differences between the observability and reachability gramians are printed.
data("eg1.DSE.data.diff", package="dse1") model <- toSS(estVARXls(eg1.DSE.data.diff)) checkBalanceMittnik(model)