[R] simulating stable VAR process

[statquant2]

Hello Paul 
Thanks for the answer but my point is not how to simulate a VAR(p) process
and check that it is stable.
My question is more how can I generate a VAR(p) such that I already know
that it is stable.

We know a condition that assure that it is stable (see first message) but
this is not a condition on coefficients etc...
What I want is 
generate say a 1000 random VAR(3) processes over say 500 time periods that
will be STABLE (meaning If I run stability() all will pass the test)

When I try to do that it seems that none of the VAR I am generating pass
this test, so I assume that the class of stable VAR(p) is very small
compared to the whole VAR(p) process.



--
View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4291835.html
Sent from the R help mailing list archive at Nabble.com.