statsmodels.tsa.vector_ar.svar_model.SVARResults.is_stable#
- SVARResults.is_stable(verbose=False)#
Determine stability based on model coefficients
- Parameters:
- verbosebool,
optional Print eigenvalues of the VAR(1) companion
- verbosebool,
- Returns:
- bool
True if the process is stable, False otherwise.
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