roots                  package:dse1                  R Documentation

_C_a_l_c_u_l_a_t_e _M_o_d_e_l _R_o_o_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate roots of a TSmodel.

_U_s_a_g_e:

         roots(obj, ...)
         roots(obj, fuzz=0, randomize=F)
         roots(obj, fuzz=0, verbose=T, randomize=F, warn=T, by.poly=F)
         roots(obj, ...)


_A_r_g_u_m_e_n_t_s:

   model: An object of class TSmodel.

    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. 

_V_a_l_u_e:

     The eigenvalues of the state transition matrix or the inverse of
     the roots of the determinant of the AR polynomial are returned.

_S_e_e _A_l_s_o:

     `stability', `McMillan.degree'

_E_x_a_m_p_l_e_s:

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

