TVARResult.is_regimewise_stationary

property TVARResult.is_regimewise_stationary: bool

Whether both regimes are stationary read as linear systems.

Sufficient for global stationarity of the nonlinear process, but not necessary: a model whose inner regime is explosive and whose outer regime contracts is globally stationary, because excursions are pulled back. A False here is a prompt to inspect the regimes individually, not a verdict that the process explodes.