dse: plot.roots – R documentation

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plot.roots

Plot Model Roots

Calculate and plot roots of a model.

## S3 method for class 'roots'
plot(x, pch='*', fuzz=0, ...)

`x`	An object of class roots (a vector of complex (or real) values as returned by the function roots).
`pch`	character to be used for the plot (passed to plot.default).
`fuzz`	If non-zero then roots within fuzz distance are considered equal.
`...`	(further arguments, currently disregarded).

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 and a unit circle are plotted on the complex plane.

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

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release