McMillan.degree {dse1} | R Documentation |
Calculate the McMillan degree of an ARMA TSmodel.
McMillan.degree(model, ...) McMillan.degree(model, fuzz=fuzz, verbose=T, warn=T) McMillan.degree(model, fuzz=1e-4) McMillan.degree(model, ...)
model |
An object of class TSmodel. |
fuzz |
Roots within fuzz distance are counted as equivalent. |
verbose |
If T roots are printed. |
warn |
If F then warnings about unit roots added for TREND are not printed. |
A list with elements gross and distinct containing all roots and distinct roots.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- est.VARX.ls(eg1.DSE.data.diff) McMillan.degree(model)