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stability

Stability of PVAR(p) model


Description

Stability of PVAR(p) model

Usage

stability(model, ...)

## S3 method for class 'pvargmm'
stability(model, ...)

## S3 method for class 'pvarfeols'
stability(model, ...)

Arguments

model

PVAR model

...

Further arguments

Value

A pvarstability object containing eigenvalue stability conditions

Examples

data("ex1_dahlberg_data")
stability_info <- stability(ex1_dahlberg_data)
print(stability_info)
plot(stability_info)

panelvar

Panel Vector Autoregression

v0.5.3
GPL (>= 2)
Authors
Michael Sigmund [aut], Robert Ferstl [aut, cre]
Initial release

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