McMillanDegree: Calculate McMillan Degree

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate the McMillan degree of an ARMA TSmodel.

Usage

    McMillanDegree(model,  ...)
    ## S3 method for class 'ARMA'
McMillanDegree(model, fuzz=1e-4, verbose=TRUE, warn=TRUE, ...)
    ## S3 method for class 'SS'
McMillanDegree(model, fuzz=1e-4, ...)
    ## S3 method for class 'TSestModel'
McMillanDegree(model,  ...)

Arguments

model	An object of class TSmodel.
fuzz	Roots within fuzz distance are counted as equivalent.
verbose	If TRUE roots are printed.
warn	If FALSE then warnings about unit roots added for TREND are not printed.
...	arguments to be passed to other methods.

Value

A list with elements gross and distinct containing all roots and distinct roots.

Side Effects

The number of roots and distinct roots is printed if verbose is TRUE.

See Also

stability

Examples

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

dse documentation built on March 4, 2020, 3:01 a.m.