statsmodels.tsa.vector_ar.var_model.VARResults.is_stable

method

VARResults.is_stable(verbose=False)

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