Potentially automatically detect non-stationary model and change QZ criterium
While the manual states that
kalman_algo automatically uses the correct filter for stationary and nonstationary models, this case never seems to happen. If the user does not specify that the model is non-stationary, initial_estimation_checks will throw out an error, because the QZ criterium is too high for the BK conditions to be satisfied. It might be a good idea to check in
initial_estimation_checks for the presence of a unit root, throw out a warning, and set the
qz_criterium to 0.999999 if a unit root is detected.