warn_eigens {sstvars} | R Documentation |
Warn about near-unit-roots in some regimes
Description
warn_eigens
warns if the model contains near-unit-roots in some regimes
Usage
warn_eigens(stvar, tol = 0.002, allow_unstab = FALSE)
Arguments
stvar |
object of class |
tol |
if eigenvalue is closer than |
allow_unstab |
If |
Details
Warns if, for some regime, some moduli of "bold A" eigenvalues are larger than 1 - tol
or
some eigenvalue of the error term covariance matrix is smaller than tol
.
Value
Doesn't return anything.
[Package sstvars version 1.1.2 Index]