statsmodels.tsa.varma_process.VarmaPoly.getisstationary

VarmaPoly.getisstationary(a=None) [source]

check whether the auto-regressive lag-polynomial is stationary

Returns:
  • isstationary (boolean)
  • *attaches*
  • areigenvalues (complex array) – eigenvalues sorted by absolute value

References

formula taken from NAG manual

© 2009–2012 Statsmodels Developers
© 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