stability function

Stability of PVAR(p) model

stability(model, ...)

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

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

Arguments

• model: PVAR model
• ...: Further arguments

Returns

A pvarstability object containing eigenvalue stability conditions

Examples

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