warn_ar_roots

<code>warn_ar_roots</code> warns if the model contains near-unit-roots in some regimes

internal

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR),
Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models,
quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>,
Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>,
Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.

Savi Virolainen

uGMAR

Estimate Univariate Gaussian and Student's t Mixture
Autoregressive Models

warn_ar_roots function

<dl><dt>tol</dt>
<dd>if some root is smaller that <code>1 + tol</code>, a warning is thrown</dd></dl>

Arguments

Warn about near-unit-roots in some regimes — warn_ar_roots

<dl>

<dt>tol</dt>
<dd>if some root is smaller that <code>1 + tol</code>, a warning is thrown</dd>

</dl>

warn_ar_roots: Warn about near-unit-roots in some regimes

Description

Usage

Value

Arguments

Details