# statsmodels.tsa.vector_ar.irf.IRAnalysis¶

class `statsmodels.tsa.vector_ar.irf.``IRAnalysis`(model, P=None, periods=10, order=None, svar=False)[source]

Impulse response analysis class. Computes impulse responses, asymptotic standard errors, and produces relevant plots

Parameters: model : VAR instance

Notes

Using Lutkepohl (2005) notation

Methods

 `G`() `H`() `cov`([orth]) Compute asymptotic standard errors for impulse response coefficients `cum_effect_cov`([orth]) Compute asymptotic standard errors for cumulative impulse response `cum_effect_stderr`([orth]) `cum_errband_mc`([orth, repl, signif, seed, burn]) IRF Monte Carlo integrated error bands of cumulative effect `err_band_sz1`([orth, svar, repl, signif, ...]) IRF Sims-Zha error band method 1. `err_band_sz2`([orth, repl, signif, seed, ...]) IRF Sims-Zha error band method 2. `err_band_sz3`([orth, repl, signif, seed, ...]) IRF Sims-Zha error band method 3. `errband_mc`([orth, svar, repl, signif, seed, ...]) IRF Monte Carlo integrated error bands `fevd_table`() `lr_effect_cov`([orth]) `lr_effect_stderr`([orth]) `plot`([orth, impulse, response, signif, ...]) Plot impulse responses `plot_cum_effects`([orth, impulse, response, ...]) Plot cumulative impulse response functions `stderr`([orth])