Description Usage Arguments Details Value Side Effects See Also Examples

Calculate roots and their modulus and indicate stability.

1 2 3 4 5 6 7 8 9 10 | ```
stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
## S3 method for class 'ARMA'
stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
## S3 method for class 'roots'
stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
## S3 method for class 'TSmodel'
stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
## S3 method for class 'TSestModel'
stability(obj, fuzz=1e-4, eps=1e-15, digits=8, verbose=TRUE)
``` |

`obj` |
An object of class TSmodel. |

`fuzz` |
Roots within fuzz are considered equal. |

`eps` |
Roots with modulus less than (1-eps) are considered stable. |

`digits` |
Printing precision. |

`verbose` |
Print roots and there moduli. |

The returned value is `TRUE`

or `FALSE`

, indicating if the model is
stable or not. The result also has an attribute `roots`

which is a matrix
with the first (complex) column indicating the eigenvalues of the state
transition matrix `F`

for state space models, or the inverse of distinct
roots of det(A(L)) for ARMA models, and the second column indicating the moduli
of the roots.

The argument `eps`

is used to prevents the indication of a stable model
when the largest root is within rounding error of 1.0.

`TRUE`

or `FALSE`

if the model is stable or not stable.

The eigenvalues of the state transition matrix or the roots of the determinant of the AR polynomial are printed if verbose is T.

1 2 3 | ```
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
stability(model)
``` |

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