isStable: Check if a MixAR model is stable
In mixAR: Mixture Autoregressive Models
isStable R Documentation
Check if a MixAR model is stable
Description
Checks if a MixAR model is stable. This is also the second
order stationarity condition.
Usage
isStable(x)
Arguments
x
the model
Details
If each component of a MixAR model corresponds to a stable
autoregression model, then the MixAR model is also stable. However,
the MixAR model may be stable also when some of its components
correspond to integrated or explosive AR models, see the references.
Value
True if the model is stable (second order stationary), FALSE otherwise.
References
\insertRefBoshnakov2011on1st2ndmixAR
\insertRefWongLi2000mixAR
Examples
isStable(exampleModels$WL_I)
isStable(exampleModels$WL_II)
mixAR documentation built on May 3, 2022, 5:08 p.m.
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| isStable | R Documentation |
Check if a MixAR model is stable
Description
Checks if a MixAR model is stable. This is also the second order stationarity condition.
Usage
isStable(x)
Arguments
x |
the model |
Details
If each component of a MixAR model corresponds to a stable autoregression model, then the MixAR model is also stable. However, the MixAR model may be stable also when some of its components correspond to integrated or explosive AR models, see the references.
Value
True if the model is stable (second order stationary), FALSE otherwise.
References
\insertRefBoshnakov2011on1st2ndmixAR
\insertRefWongLi2000mixAR
Examples
isStable(exampleModels$WL_I) isStable(exampleModels$WL_II)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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