McMillanDegree {dse1} | R Documentation

## Calculate McMillan Degree

### Description

Calculate the McMillan degree of an ARMA TSmodel.

### Usage

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

### See Also

`stability`

### Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- estVARXls(eg1.DSE.data.diff)
    McMillanDegree(model)

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