roots
Calculate roots of a TSmodel
Description
Calculate roots of a TSmodel.
Usage
roots(model, fuzz=0, randomize=F, warn=T, by.poly=F)
Required Arguments
- model
-
An object of class TSmodel.
Optional Arguments
- fuzz
-
If non-zero then roots within fuzz distance are considered equal.
- randomize
-
Randomly arrange complex pairs of roots so the one with the positive imaginary
part is not always first (so random experiments are not biased).
- warn
-
If F then warnings about unit roots added for TREND are not printed.
- by.poly
-
If T then roots are calculated by expanding the determinant of the A
polynomial. Otherwise, they are calculated by converting to a state
space representation and calculating the eigenvalues of F. This second
method is preferable for speed, accuracy, and because of a limitation
in the degree of a polynomial which can be handled by polyroot.
Value
The eigenvalues of the state transition matrix or the inverse of the roots of the
determinant of the AR polynomial are returned.
See Also
Examples
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