McMillanDegree {dse1} | R Documentation |
Calculate the McMillan degree of an ARMA TSmodel.
McMillanDegree(model, ...) McMillanDegree(model, fuzz=1e-4, verbose=TRUE, warn=TRUE, ...) McMillanDegree(model, fuzz=1e-4, ...) McMillanDegree(model, ...)
model |
An object of class TSmodel. |
fuzz |
Roots within fuzz distance are counted as equivalent. |
verbose |
If TRUE roots are printed. |
warn |
If FALSE then warnings about unit roots added for TREND are not printed. |
... |
arguments to be passed to other methods. |
A list with elements gross and distinct containing all roots and distinct roots.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- estVARXls(eg1.DSE.data.diff) McMillanDegree(model)