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statsmodels.tsa.vector_ar.var_model.VARResults |

statsmodels.tsa.vector_ar.var_model.VARResults.mean¶

VARResults.mean()¶

Mean of stable process

Lutkepohl eq. 2.1.23

$\mu = (I - A_1 - \dots - A_p)^{-1} \alpha$

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