Check the stability condition of coefficient matrix.
is.stable(x, ...)# S3 method for varlse
is.stable(x, ...)
# S3 method for vharlse
is.stable(x, ...)
# S3 method for bvarmn
is.stable(x, ...)
# S3 method for bvarflat
is.stable(x, ...)
# S3 method for bvharmn
is.stable(x, ...)
logical class
logical class
Model fit
not used
VAR(p) is stable if
$$\det(I_m - A z) \neq 0$$
for \(\lvert z \rvert \le 1\).
Lütkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer Publishing.