https://github.com/cran/dse
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Tip revision: f9aa6f7ec42024ca88a37a5e6984bada0a8d3891 authored by Paul Gilbert on 07 March 2013, 08:03:12 UTC
version 2013.3-2
Tip revision: f9aa6f7
stability.Rd
\name{stability}
\alias{stability}
\alias{stability.ARMA}
\alias{stability.roots}
\alias{stability.TSmodel}
\alias{stability.TSestModel}

\title{Calculate Stability of a TSmodel}
\description{Calculate roots and their modulus and indicate stability.}
\usage{
    stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
    \method{stability}{ARMA}(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
    \method{stability}{roots}(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
    \method{stability}{TSmodel}(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
    \method{stability}{TSestModel}(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
    }
\arguments{
    \item{obj}{An object of class TSmodel.}
    \item{fuzz}{Roots within fuzz are considered equal.}
    \item{eps}{Roots with modulus less than (1-eps) are considered stable.}
    \item{digits}{Printing precision.}
    \item{verbose}{Print roots and there moduli.}
}
\value{\code{TRUE} or \code{FALSE} if the model is stable or not stable.}
\details{
The returned value is \code{TRUE} or \code{FALSE}, indicating if the model is
stable or not. The result also has an attribute \code{roots} which is a matrix
with the first (complex) column indicating the eigenvalues of the state 
transition matrix \code{F} for state space models, or the inverse of distinct 
roots of det(A(L)) for ARMA models, and the second column indicating the moduli
of the roots.

The argument \code{eps} is used to prevents the indication of a stable model 
when the largest root is within rounding error of 1.0.
}
\section{Side Effects}{
The eigenvalues of the state transition matrix or the roots of the
determinant of the AR polynomial are printed if verbose is T.
}
\seealso{
\code{\link{McMillanDegree}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
stability(model)
}
\concept{DSE}
\keyword{ts}

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