https://github.com/cran/dse
Tip revision: 83dd780387085f7dae6366d8ad7562f0420a9d95 authored by Paul Gilbert on 17 November 2011, 00:00:00 UTC
version 2011.11-2
version 2011.11-2
Tip revision: 83dd780
McMillanDegree.Rd
\name{McMillanDegree}
\alias{McMillanDegree}
\alias{McMillanDegree.ARMA}
\alias{McMillanDegree.SS}
\alias{McMillanDegree.TSestModel}
\title{Calculate McMillan Degree}
\description{
Calculate the McMillan degree of an ARMA TSmodel.
}
\usage{
McMillanDegree(model, ...)
\method{McMillanDegree}{ARMA}(model, fuzz=1e-4, verbose=TRUE, warn=TRUE, ...)
\method{McMillanDegree}{SS}(model, fuzz=1e-4, ...)
\method{McMillanDegree}{TSestModel}(model, ...)
}
\arguments{
\item{model}{An object of class TSmodel.}
\item{fuzz}{Roots within fuzz distance are counted as equivalent.}
\item{verbose}{If TRUE roots are printed.}
\item{warn}{If FALSE then warnings about unit roots added for TREND are not printed.}
\item{...}{arguments to be passed to other methods.}
}
\value{
A list with elements gross and distinct containing all roots
and distinct roots.
}
\section{Side Effects}{
The number of roots and distinct roots is printed if verbose is TRUE.
}
\seealso{
\code{\link{stability}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
McMillanDegree(model)
}
\concept{DSE}
\keyword{ts}