is.stable: Checks whether a VAR is stable
In YiHou98/bigtime: Sparse Estimation of Large Time Series Models

Using a model estimated by bigtime::sparseVAR, this function checks whether the resulting VAR is stable

1	is.stable(mod, verbose = FALSE)

`mod`	model estimated using bigtime::sparseVAR. Can only be a model with one coefficient vector. Hence, the model must either be estimated using cv=TRUE or by giving a single lambda value
`verbose`	If TRUE, then the actual maximum eigenvalue of the companion matrix will be printed to the console. Default is FALSE

Returns TRUE if the VAR is stable and FALSE otherwise

YiHou98/bigtime documentation built on Dec. 18, 2021, 7:26 p.m.