stability {dse1} | R Documentation |
Calculate roots and their modulus and indicate stability.
stability(obj, ...) stability(obj, fuzz=1e-4, digits=8, verbose=T) stability(obj, digits=8, verbose=T) stability(obj, fuzz=1e-4, ...) stability(obj, ...)
model |
An object of class TSmodel. |
fuzz |
Roots within fuzz are considered equal. |
digits |
Printing precision. |
verbose |
Print roots and there moduli. |
True or False if the model is stable or not stable.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- est.VARX.ls(eg1.DSE.data.diff) stability(model)