plot.roots: Plot Model Roots

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate and plot roots of a model.

Usage

    ## S3 method for class 'roots'
plot(x, pch='*', fuzz=0, ...)

Arguments

x	An object of class roots (a vector of complex (or real) values as returned by the function roots).
pch	character to be used for the plot (passed to plot.default).
fuzz	If non-zero then roots within fuzz distance are considered equal.
...	(further arguments, currently disregarded).

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 and a unit circle are plotted on the complex plane.

See Also

addPlotRoots roots stability McMillanDegree

Examples

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