statsmodels.tsa.vector_ar.var_model.VARResults.roots

VARResults.roots

The roots of the VAR process are the solution to (I - coefs[0]*z - coefs[1]*z**2 … - coefs[p-1]*z**k_ar) = 0. Note that the inverse roots are returned, and stability requires that the roots lie outside the unit circle.


Last update: Jun 01, 2024