VarmaPoly.getisstationary()

statsmodels.tsa.varma_process.VarmaPoly.getisstationary

VarmaPoly.getisstationary(a=None) [source]

check whether the auto-regressive lag-polynomial is stationary

Returns:

Returns:	isstationary : boolean attaches areigenvalues : complex array eigenvalues sorted by absolute value

isstationary : boolean

attaches

areigenvalues : complex array

eigenvalues sorted by absolute value

formula taken from NAG manual

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.varma_process.VarmaPoly.getisstationary.html