Stationarity conditions for the spatial first-order and serial second-order model

• DOI: 10.1007/s12076-012-0083-2
• Publication Date: 2012-07-25T05:52:49Z
• Authors: Elena Kotyrlo
• Keywords: Value (mathematics); SETAR

The stationarity conditions for a spatial first-order and serial second-order model in the presence of time-lagged spatial interactions are discussed. The stationarity conditions for serial autoregressive parameters were found on the basis of the structural vector autoregression form of the model. The temporal stationarity was a function of the spatial autoregressive parameters. The value of the time-lagged spatial autoregressive parameter defined the shift of the interval for the first-order serial parameter. However, the sizes of intervals for the values of both serial parameters depended only on the value of the simultaneous autoregressive parameter.