statsmodels.tsa.vector_ar.svar_model.SVARProcess.is_stable¶
- SVARProcess.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:
Jun 10, 2024