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. | |