VARResult.stability_check#
- VARResult.stability_check()[source]#
Eigenvalue verdict for the companion matrix.
- Return type:
_StabilityAssessment- Returns:
The
_StabilityAssessment; the process is stable, and so has a convergent moving-average representation, exactly when every companion eigenvalue lies inside the unit circle. Every other method here presumes that: an impulse response computed from an explosive companion diverges rather than decays, and a forecast from one is meaningless at any horizon.