warn_ar_roots: Warn about near-unit-roots in some regimes

View source: R/argumentChecks.R

warn_ar_rootsR Documentation

Warn about near-unit-roots in some regimes

Description

warn_ar_roots warns if the model contains near-unit-roots in some regimes

Usage

warn_ar_roots(gsmar, tol = 0.005)

Arguments

tol

if some root is smaller that 1 + tol, a warning is thrown

Details

Warns if some moduli of the autoregressive polynomial's roots are close to one.

Value

Doesn't return anything.


uGMAR documentation built on Aug. 19, 2023, 5:10 p.m.