VarmaPoly.getisstationary()

statsmodels.tsa.varma_process.VarmaPoly.getisstationary

VarmaPoly.getisstationary(a=None) [source]

check whether the auto-regressive lag-polynomial is stationary

Returns:

isstationary : boolean

*attaches* :

areigenvalues : complex array

eigenvalues sorted by absolute value

References

formula taken from NAG manual

doc_statsmodels
2017-01-18 16:21:35
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