is.stable {bvhar} | R Documentation |
Check the stability condition of coefficient matrix.
is.stable(x, ...)
## S3 method for class 'varlse'
is.stable(x, ...)
## S3 method for class 'vharlse'
is.stable(x, ...)
## S3 method for class 'bvarmn'
is.stable(x, ...)
## S3 method for class 'bvarflat'
is.stable(x, ...)
## S3 method for class 'bvharmn'
is.stable(x, ...)
x |
Model fit |
... |
not used |
VAR(p) is stable if
\det(I_m - A z) \neq 0
for \lvert z \rvert \le 1
.
logical class
logical class
Lütkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer Publishing.