Description Usage Arguments Value Examples
View source: R/model_is_stable.r
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.
1 | model_is_stable(varest)
|
varest |
A |
This function returns TRUE
if the model satisfies the Eigenvalue stability condition and FALSE
otherwise.
1 2 3 4 5 | 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)
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