Stationarity and Invertibility of the SARIMA Model

조회 수: 3 (최근 30일)
Mak
Mak 2020년 4월 9일
Hi,
I am working with a (S)ARIMA model: (1,1,1) x (3,1,2)_12 and want to check the stability of this model. How do I find all eigenvalues to see if they lie inside of the unit circle? I have already estimated the model.

답변 (0개)

카테고리

Help CenterFile Exchange에서 Stability Analysis에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by