Calculate McMillan Degree
Calculate the McMillan degree of an ARMA TSmodel.
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, ...)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. |
A list with elements gross and distinct containing all roots and distinct roots.
The number of roots and distinct roots is printed if verbose is TRUE.
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
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