dse (version R2000.6-1)

stability: Calculate Stability of a TSmodel

Description

Calculate roots and their modulus and indicate stability.

Usage

stability(model, fuzz=1e-4, digits=8, verbose=T)

Arguments

model

An object of class TSmodel.

fuzz

digits

Printing precision.

verbose

Print roots and there moduli.

Value

• True or False if the model is stable or not stable.

sideffects

The eigenvalues of the state transition matrix or the roots of the determinant of the AR polynomial are printed if verbose is T.

See Also

McMillan.degree

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(eg1.DSE.data.diff)
stability(model)