STARResult.is_regimewise_stationary#
- property STARResult.is_regimewise_stationary: bool[source]#
Whether both regimes are stationary read as linear autoregressions.
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
Falsehere is a prompt to check the regime blocks individually, not a verdict that the process explodes.