statsmodels.tsa.vector_ar.local_proj.LocalProjectionsResults.conf_int

LocalProjectionsResults.conf_int(alpha=0.05)

Pointwise confidence intervals for all impulse responses.

Parameters:

alphafloat

Significance level (default 0.05 gives 95 % intervals).

Returns:

cindarray, shape (H+1, n_endog, n_shock, 2)

ci[h, i, j, 0] = lower bound, ci[h, i, j, 1] = upper bound.