dse: addPlotRoots – R documentation

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addPlotRoots

Add Model Roots to a plot

Calculate and plot roots of a model.

addPlotRoots(v, pch='*', fuzz=0)

`v`	An object containing a TSmodel.
`pch`	Character to use for plotting.
`fuzz`	If non-zero then roots within fuzz distance are considered equal.

The eigenvalues of the state transition matrix or the inverse of the roots of the determinant of the AR polynomial are returned invisibly.

The roots are addeded to an existing plot.

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
plot(roots(model))
addPlotRoots(toSS(model))

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release