def test_stable_arma(self):
arma = Arma([-1.1, -0.6, -0.1], [0.5, 0.3])
self.assertTrue(arma.is_stable())
def test_unstable_arma(self):
arma = Arma([0.6, 0.55], [0.5, -0.5])
self.assertFalse(arma.is_stable())
def test_critical_ar_counts_as_not_stable(self):
arma = Arma([1.0], [])
self.assertFalse(arma.is_stable())
def test_unstable_pure_ar(self):
arma = Arma([1.1], [])
self.assertFalse(arma.is_stable())
def test_stable_pure_ar(self):
arma = Arma([-1.1, -0.6, -0.1], [])
self.assertTrue(arma.is_stable())
def test_pure_ma_is_stable(self):
rng = default_rng(1)
arma = Arma([], rng.normal(size=4))
self.assertTrue(arma.is_stable())
