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