Stationarity and Invertibility of the SARIMA Model
3 views (last 30 days)
Show older comments
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.
0 Comments
Answers (0)
See Also
Categories
Find more on Stability Analysis in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!