Roots of characteristic polynomial | |
Endogenous variables: DUS DUK DHK DJAPAN | |
Exogenous variables: C | |
Lag specification: 1 3 | |
Root | Modulus |
−0.499480 | 0.499480 |
0.261876 − 0.399338i | 0.477546 |
0.261876 + 0.399338i | 0.477546 |
−0.147494 − 0.359472i | 0.388554 |
−0.147494 + 0.359472i | 0.388554 |
−0.239483 − 0.304827i | 0.387649 |
−0.239483 + 0.304827i | 0.387649 |
0.078663 − 0.222288i | 0.235796 |
0.078663 + 0.222288i | 0.235796 |
0.223995 | 0.223995 |
−0.121549 − 0.011852i | 0.122125 |
−0.121549 + 0.011852i | 0.122125 |