roots                  package:dse1                  R Documentation

_C_a_l_c_u_l_a_t_e _M_o_d_e_l _R_o_o_t_s

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

     Calculate roots of a TSmodel.

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

         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, ...)
         

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

     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.

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

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

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

     'stability', 'McMillanDegree'

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

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

