statsmodels.tsa.vector_ar.var_model.VARProcess.is_stable
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VARProcess.is_stable(verbose=False)
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Determine stability based on model coefficients
Parameters: verbose : bool
Print eigenvalues of the VAR(1) companion
Notes
Checks if det(I - Az) = 0 for any mod(z) <= 1, so all the eigenvalues of the companion matrix must lie outside the unit circle
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