isStable

Checks if a MixAR model is stable. This is also the second
 order stationarity condition.

MixAR

Model time series using mixture autoregressive (MAR)
models. Implemented are frequentist (EM) and Bayesian
methods for estimation, prediction and model
evaluation. See Wong and Li (2002)
<doi:10.1111/1467-9868.00222>, Boshnakov (2009)
<doi:10.1016/j.spl.2009.04.009>), and the extensive
references in the documentation.

Georgi Boshnakov

mixAR

Mixture Autoregressive Models

Davide Ravagli

isStable function

<dl> <dt>x</dt>
<dd>the model</dd></dl>

Arguments

Check if a MixAR model is stable — isStable

<dl>

 <dt>x</dt>
<dd>the model</dd>

</dl>

isStable: Check if a MixAR model is stable

Description

Usage

Value

Arguments

Details

References

Examples