McMillan.degree {dse1}R Documentation

Calculate McMillan Degree

Description

Calculate the McMillan degree of an ARMA TSmodel.

Usage

    McMillan.degree(model,  ...)
    McMillan.degree(model, fuzz=fuzz, verbose=T, warn=T)
    McMillan.degree(model, fuzz=1e-4)
    McMillan.degree(model,  ...)

Arguments

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.

Value

A list with elements gross and distinct containing all roots and distinct roots.

See Also

stability

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(eg1.DSE.data.diff)
McMillan.degree(model)