dse (version 2020.2-1)

McMillanDegree: Calculate McMillan Degree

Description

Calculate the McMillan degree of an ARMA TSmodel.

Usage

McMillanDegree(model,  ...)
    # S3 method for ARMA
McMillanDegree(model, fuzz=1e-4, verbose=TRUE, warn=TRUE, ...)
    # S3 method for SS
McMillanDegree(model, fuzz=1e-4, ...)
    # S3 method for TSestModel
McMillanDegree(model,  ...)

Arguments

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.

Value

A list with elements gross and distinct containing all roots and distinct roots.

Side Effects

The number of roots and distinct roots is printed if verbose is TRUE.

See Also

stability

Examples

# NOT RUN {
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
McMillanDegree(model)
# }