Roots of Characteristic Polynomial

Endogenous variables: BRENT USD_ZAR USD_SAR D(USD_RUB) D(USD_JPY) D(USD_CHF) D(EUR_USD)

Exogenous variables: C

Lag specification: 1 1

Date: 12/21/14 Time: 16:19

Root

Modulus

0.998877

0.998877

0.968562

0.968562

0.864908

0.864908

0.332298

0.332298

0.213925

0.213925

0.180480 − 0.036901i

0.184214

0.180480 + 0.036901i

0.184214