Eigenvalue stability condition checking

This function returns whether the given model satisfies the Eigenvalue stability condition. The Eigenvalue stability condition is satisfied when all eigen values lie in the unit circle.

model_is_stable(varest)

Arguments

varest	A varest model.

Value

This function returns TRUE if the model satisfies the Eigenvalue stability condition and FALSE otherwise.

Examples

data_matrix <- matrix(nrow = 40, ncol = 3)
data_matrix[, ] <- runif(ncol(data_matrix) * nrow(data_matrix), 1, nrow(data_matrix))
colnames(data_matrix) <- c('rumination', 'happiness', 'activity')
varest <- autovarCore:::run_var(data_matrix, NULL, 1)
autovarCore:::model_is_stable(varest)
#> [1] TRUE