Did you work your way through the package vignette? If not, you should certainly do so. Otherwise, I cannot be of any help.
Cheers, Bert Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." H. Gilbert Welch On Tue, May 13, 2014 at 9:03 AM, Jesper Hybel Pedersen <jesperhy...@hotmail.com> wrote: > I'm trying to learn how to use the dse-package. Doing a stabilitytest on a > model. > I run the test on two models that are identical except for > > Model 1: TREND=0 > Model 2: TREND=NULL > > and find the following difference in output unexpected: > > library(dse) > AR=array(c(1,-0.8,-0.15),c(3,1,1)) > model=ARMA(A=AR,B=1,TREND=0) > stability(model) > #> Distinct roots of det(A(L)) and moduli are: > #> [,1] [,2] > #>[1,] 1.0000000 1.0000000 > #>[2,] 1.0451762 1.0451762 > #>[3,] -6.3785096 6.3785096 > #>Trend not taken into account: The system is NOT stable. > #>[1] FALSE > #>attr(,"roots") > #> Inverse of distinct roots of det(A(L)) moduli > #>[1,] 1.0000000 1.0000000 > #>[2,] 0.9567764 0.9567764 > #>[3,] -0.1567764 0.1567764 > #>Advarselsbesked: > #>In roots.ARMA(obj, fuzz = fuzz, randomize = FALSE) : > #> Unit roots may need to be added for non-zero trend elements. > > AR=array(c(1,-0.8,-0.15),c(3,1,1)) > model=ARMA(A=AR,B=1,TREND=NULL) > stability(model) > > #>Distinct roots of det(A(L)) and moduli are: > #> [,1] [,2] > #>[1,] 1.0451762 1.0451762 > #>[2,] -6.3785096 6.3785096 > #>The system is stable. > #>[1] TRUE > #>attr(,"roots") > #> Inverse of distinct roots of det(A(L)) moduli > #>[1,] 0.9567764 0.9567764 > #>[2,] -0.1567764 0.1567764 > > > I am using: > R version 3.0.3 (2014-03-06) "Warm Puppy" > > Best Regards > Jesper Hybel Pedersen > Denmark > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
