statsmodels.tsa.varma_process.VarmaPoly.getisstationary

VarmaPoly.getisstationary(a=None)[source]

check whether the auto-regressive lag-polynomial is stationary

Returns:
  • isstationary (boolean)
  • *attaches*
  • areigenvalues (complex array) – eigenvalues sorted by absolute value

References

formula taken from NAG manual