statsmodels.tsa.vector_ar.var_model.VARProcess.is_stable¶

VARProcess.is_stable(verbose=False)[ソース]¶

Determine stability based on model coefficients

Parameters:¶

verbosebool

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