Compute the character polynomial of coefficient matrix.
stableroot(x, ...)# S3 method for varlse
stableroot(x, ...)
# S3 method for vharlse
stableroot(x, ...)
# S3 method for bvarmn
stableroot(x, ...)
# S3 method for bvarflat
stableroot(x, ...)
# S3 method for bvharmn
stableroot(x, ...)
Numeric vector.
Model fit
not used
To know whether the process is stable or not, make characteristic polynomial.
$$\det(I_m - A z) = 0$$
where \(A\) is VAR(1) coefficient matrix representation.
Lütkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer Publishing.