# statsmodels.tsa.vector_ar.var_model.VARProcess.orth_ma_rep¶

VARProcess.orth_ma_rep(maxn=10, P=None)[source]

Compute orthogonalized MA coefficient matrices using P matrix such that $$\Sigma_u = PP^\prime$$. P defaults to the Cholesky decomposition of $$\Sigma_u$$

Parameters: maxn (int) – Number of coefficient matrices to compute P (ndarray (k x k), optional) – Matrix such that Sigma_u = PP’, defaults to Cholesky descomp coefs ndarray (maxn x k x k)