statsmodels.tsa.varma_process.VarmaPoly.getisstationary#
- VarmaPoly.getisstationary(a=None)[source]#
Check whether the auto-regressive lag-polynomial is stationary
- Parameters:
- a
ndarray,optional The lag polynomial array to check. If None, uses the reduced form of
self.ar.
- a
- Returns:
- isstationarybool
True if all eigenvalues of the lag-polynomial are less than one in absolute value.
Notes
Attaches
areigenvalues, the eigenvalues sorted by absolute value, as a complex array.References
Formula taken from NAG manual.