addPlotRoots: Add Model Roots to a plot

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate and plot roots of a model.

Usage

    addPlotRoots(v, pch='*', fuzz=0)

Arguments

v	An object containing a TSmodel.
pch	Character to use for plotting.
fuzz	If non-zero then roots within fuzz distance are considered equal.

Value

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

Side Effects

The roots are addeded to an existing plot.

See Also

plot.roots

Examples

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
plot(roots(model))
addPlotRoots(toSS(model))

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: ‘dse’

The following objects are masked from ‘package:stats’:

    acf, simulate

dse documentation built on March 26, 2020, 7:12 p.m.