is_stable
is_stable
is_stable(model::Union{VAR,SVAR}) -> Bool
is_stable(C::AbstractMatrix) -> Bool
Checks whether a VAR model or a companion matrix corresponds to a stable VAR process.
A VAR system is stable if all eigenvalues of its companion matrix lie strictly inside the unit circle. This is equivalent to requiring that the spectral radius is less than one:
\[ \rho(C) = \max_i |\lambda_i| < 1 \]
Arguments
model::VAR
: A fitted VAR modelC::AbstractMatrix
: A companion matrix
Returns
Bool
:true
if the VAR is stable,false
otherwise