charac_root | R Documentation |
Computes the (inverse) characteristic roots of the auto-regressive coefficients. To be stationary, the values should be outside the unit circle. The function here returns the modulus of the roots.
charac_root(object, ...)
## S3 method for class 'nlar'
charac_root(object, ...)
object |
object of class |
... |
currently unused |
Computes the roots of the polynomial (1, -phi) using function polyroot
a data.frame, with the modulus of the roots. For models with multiple regimes (setar, lstar, star), one column per regime.
mod.ar <- linear(lh, m = 5, include = "const")
mod.setar <- setar(lh, m = 5, include = "const")
charac_root(mod.ar)
charac_root(mod.setar)
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