Table 6 Roots of characteristic polynomial
Roots of characteristic polynomial | |
|---|---|
Lag specification: 1 1 | |
Root | Modulus |
0.954 | 0.954 |
0.838 | 0.838 |
0.584 – 0.268i | 0.643 |
0.584 + 0.268i | 0.643 |
−0.209 | 0.209 |
No root lies outside the unit circle. | |
VAR satisfies the stability condition. | |