Roots of characteristic polynomial | |
Endogenous variables: D(USD_CHF) D(USD_JPY) D(USD_RUB) USD_SAR USD_ZAR D(WTI) D(EUR_USD) | |
Exogenous variables: C | |
Lag specification: 1 1 | |
Date: 11/09/14 Time: 12:40 | |
Root | Modulus |
0.998883 | 0.998883 |
0.865096 | 0.865096 |
0.329510 | 0.329510 |
0.209716 − 0.045577i | 0.214611 |
0.209716 + 0.045577i | 0.214611 |
0.140678 | 0.140678 |
−0.048352 | 0.048352 |