is.stable {bigtime} | R Documentation |
Using a model estimated by sparseVAR
, this function checks whether
the resulting VAR is stable. This is the case, whenever the maximum absolute
eigenvalue of the companion matrix corresponding to the VAR is less than one.
This is sometimes also referred to as that the root lies outside the unit circle.
is.stable(mod, verbose = FALSE)
mod |
Model estimated using |
verbose |
If |
Returns TRUE
if the VAR is stable and FALSE
otherwise