  Many dynamical models of the Milky Way halo require assumptions that the
distribution function of a tracer population should be independent of time
(i.e., a steady state distribution function) and that the underlying potential
is spherical. We study the limitations of such modelling by applying a general
dynamical model with minimal assumptions to a large sample of galactic haloes
from cosmological $N$-body and hydrodynamical simulations. Using dark matter
particles as dynamical tracers, we find that the systematic uncertainties in
the measured mass and concentration parameters typically have an amplitude of
25% to 40%. When stars are used as tracers, however, the systematic
uncertainties can be as large as a factor of $2-3$. The systematic
uncertainties are not reduced by increasing the tracer sample size and vary
stochastically from halo to halo. These systematic uncertainties are mostly
driven by underestimated statistical noise caused by correlated phase-space
structures that violate the steady state assumption. The number of independent
phase-space structures inferred from the uncertainty level sets a limiting
sample size beyond which a further increase no longer significantly improves
the accuracy of dynamical inferences. The systematic uncertainty level is
determined by the halo merger history, the shape and environment of the halo.
Our conclusions apply generally to any spherical steady-state model.
