statsmodels.tsa.varma_process.VarmaPoly.getisstationary

VarmaPoly.getisstationary(a=None)

Check whether the auto-regressive lag-polynomial is stationary

Returns:

isstationarybool

True if all eigenvalues of the lag-polynomial are less than one in absolute value.

Notes

Attaches areigenvalues, the eigenvalues sorted by absolute value, as a complex array.

References

Formula taken from NAG manual.