stability
Calculate stability of a TSmodel
Description
Calculate roots and their modulus and indicate stability.
Usage
stability(model, fuzz=1e-4, digits=8, verbose=T)
Required Arguments
- model
-
An object of class TSmodel.
Optional Arguments
- fuzz
-
Roots within fuzz are considered equal.
- digits
-
Printing precision.
- verbose
-
Print roots and there moduli.
Value
True or False if the model is stable or not stable.
Side Effects
The eigenvalues of the state transition matrix or the roots of the
determinant of the AR polynomial are printed if verbose is T.
See Also
Examples
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