roots_sh {VARshrink} | R Documentation |
This is a variant of vars::roots() for an object of class 'varshrinkest',
VAR parameters estimated by VARshrink()
.
roots_sh(x, modulus = TRUE)
x |
An object of class "varshrinkest" |
modulus |
TRUE for modulus of the roots. |
data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
roots_sh(estim)