McMillan.degree
calculate McMillan degree
Description
Calculate the McMillan degree of an ARMA TSmodel.
Usage
McMillan.degree(model, fuzz=fuzz, verbose=T, warn=T)
Required Arguments
- model
-
An object of class TSmodel.
Optional Arguments
- 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.
Side Effects
The number of roots and distinct roots is printed if verbose is T.
See Also
Examples
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