stability {dse1} | R Documentation |
Calculate roots and their modulus and indicate stability.
stability(obj, fuzz=1e-4, digits=8, verbose=TRUE) ## S3 method for class 'ARMA': stability(obj, fuzz=1e-4, digits=8, verbose=TRUE) ## S3 method for class 'roots': stability(obj, fuzz=1e-4, digits=8, verbose=TRUE) ## S3 method for class 'TSmodel': stability(obj, fuzz=1e-4, digits=8, verbose=TRUE) ## S3 method for class 'TSestModel': stability(obj, fuzz=1e-4, digits=8, verbose=TRUE)
obj |
An object of class TSmodel. |
fuzz |
Roots within fuzz are considered equal. |
digits |
Printing precision. |
verbose |
Print roots and there moduli. |
TRUE or FALSE if the model is stable or not stable.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- estVARXls(eg1.DSE.data.diff) stability(model)