Roots of characteristic polynomial | |
Endogenous variables: DUS DUK DHK DJAPAN | |
Exogenous variables: C | |
Lag specification: 1 5 | |
Root | Modulus |
−0.719505 + 0.095997i | 0.725880 |
−0.719505 − 0.095997i | 0.725880 |
−0.420854 − 0.585683i | 0.721209 |
−0.420854 + 0.585683i | 0.721209 |
−0.123190 − 0.691884i | 0.702765 |
−0.123190 + 0.691884i | 0.702765 |
−0.591108 + 0.317723i | 0.671086 |
−0.591108 − 0.317723i | 0.671086 |
0.468961 − 0.466216i | 0.661273 |
0.468961 + 0.466216i | 0.661273 |
0.491749 − 0.366428i | 0.613259 |
0.491749 + 0.366428i | 0.613259 |
0.153919 − 0.592482i | 0.612148 |
0.153919 + 0.592482i | 0.612148 |
0.259473 − 0.521329i | 0.582331 |
0.259473 + 0.521329i | 0.582331 |
−0.418640 − 0.384737i | 0.568579 |
−0.418640 + 0.384737i | 0.568579 |
0.478146 | 0.478146 |
0.125138 | 0.125138 |