VARResults.irf_resim(orth=False, repl=1000, T=10, seed=None, burn=100, cum=False)[source]

Simulates impulse response function, returning an array of simulations. Used for Sims-Zha error band calculation.

  • orth (bool, default False) – Compute orthoganalized impulse response error bands
  • repl (int) – number of Monte Carlo replications to perform
  • T (int, default 10) – number of impulse response periods
  • signif (float (0 < signif <1)) – Significance level for error bars, defaults to 95% CI
  • seed (int) – np.random.seed for replications
  • burn (int) – number of initial observations to discard for simulation
  • cum (bool, default False) – produce cumulative irf error bands


Sims, Christoper A., and Tao Zha. 1999. “Error Bands for Impulse Response.” Econometrica 67: 1113-1155.

Return type:Array of simulated impulse response functions