model_is_stable(varest)
varest
model.TRUE
if the model satisfies the Eigenvalue stability condition and FALSE
otherwise.
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.
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