roots {dse1} | R Documentation

## Calculate Model Roots

### Description

Calculate roots of a TSmodel.

### Usage

        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, ...)

### Arguments

`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.

### Value

The eigenvalues of the state transition matrix or the inverse of the roots of the determinant of the AR polynomial are returned.

### See Also

`stability`, `McMillanDegree`

### Examples

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

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