roots {dse1} | R Documentation |
Calculate roots of a TSmodel.
roots(obj, ...) ## S3 method for class 'SS': roots(obj, fuzz=0, randomize=FALSE, ...) ## S3 method for class 'ARMA': roots(obj, fuzz=0, randomize=FALSE, warn=TRUE, by.poly=FALSE, ...) ## S3 method for class 'TSestModel': roots(obj, ...)
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. |
The eigenvalues of the state transition matrix or the inverse of the roots of the determinant of the AR polynomial are returned.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- estVARXls(eg1.DSE.data.diff) roots(model)