statsmodels.tsa.vector_ar.var_model.VARResults.is_stable¶
-
VARResults.is_stable(verbose=
False
)¶ Determine stability based on model coefficients
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
Last update:
Oct 12, 2024