VAR stability condition
| Root | Modulus |
|---|---|
| 0.984729 | 0.984729 |
| 0.557812–0.178282i | 0.585610 |
| 0.557812 + 0.178282i | 0.585610 |
| −0.051869–0.520226i | 0.522805 |
| −0.051869 + 0.520226i | 0.522805 |
| −0.389444–0.097122i | 0.401372 |
| −0.389444 + 0.097122i | 0.401372 |
| 0.283742–0.096016i | 0.299547 |
| 0.283742 + 0.096016i | 0.299547 |
| −0.198708 | 0.198708 |
| −0.049992–0.149506i | 0.157643 |
| −0.049992 + 0.149506i | 0.157643 |
| No root lies outside the unit circle | |
| VAR satisfies the stability condition | |
| Root | Modulus |
|---|---|
| 0.984729 | 0.984729 |
| 0.557812–0.178282i | 0.585610 |
| 0.557812 + 0.178282i | 0.585610 |
| −0.051869–0.520226i | 0.522805 |
| −0.051869 + 0.520226i | 0.522805 |
| −0.389444–0.097122i | 0.401372 |
| −0.389444 + 0.097122i | 0.401372 |
| 0.283742–0.096016i | 0.299547 |
| 0.283742 + 0.096016i | 0.299547 |
| −0.198708 | 0.198708 |
| −0.049992–0.149506i | 0.157643 |
| −0.049992 + 0.149506i | 0.157643 |
| No root lies outside the unit circle | |
| VAR satisfies the stability condition | |
Source(s): Author's own creation
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.