roots_sh: Eigenvalues of the companion coefficient matrix of a VAR(p)

In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models

Eigenvalues of the companion coefficient matrix of a VAR(p)

Description

This is a variant of vars::roots() for an object of class "varshrinkest", VAR parameters estimated by VARshrink().

Usage

roots_sh(x, modulus = TRUE)

Arguments

x	An object of class "varshrinkest"
modulus	TRUE for modulus of the roots.

Value

A vector with the eigenvalues of the companion matrix, or their modulus (default).

See Also

roots

Examples

data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
roots_sh(estim)

VARshrink documentation built on Jan. 10, 2026, 1:06 a.m.