McMillanDegree             package:dse1             R Documentation

_C_a_l_c_u_l_a_t_e _M_c_M_i_l_l_a_n _D_e_g_r_e_e

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate the McMillan degree of an ARMA TSmodel.

_U_s_a_g_e:

         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,  ...)

_A_r_g_u_m_e_n_t_s:

   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.

_V_a_l_u_e:

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

_S_e_e _A_l_s_o:

     'stability'

_E_x_a_m_p_l_e_s:

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

