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
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{TRUE or FALSE if the model is stable or not stable.}
\details{ \code{eps} 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}