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.