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statsmodels 0.15.0 (+651)
statsmodels.tsa.vector_ar.var_model.VARResults.pvalues_dt
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statsmodels
statsmodels 0.15.0 (+651)
statsmodels
Installing statsmodels
Getting started
User Guide
User Guide
Background
Regression and Linear Models
Time Series Analysis
Time Series Analysis
Time Series analysis tsa
Time Series Analysis by State Space Methods statespace
Vector Autoregressions tsa.
vector_
ar
Vector Autoregressions tsa.
vector_
ar
VAR
(p) processes
VAR
(p) processes
Class Reference
Class Reference
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
C
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
acf
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
cov_
params
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tsa.
vector_
ar.
var_
model.
VARResults.
cov_
ybar
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tsa.
vector_
ar.
var_
model.
VARResults.
fevd
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tsa.
vector_
ar.
var_
model.
VARResults.
forecast
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ar.
var_
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VARResults.
forecast_
cov
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ar.
var_
model.
VARResults.
forecast_
interval
statsmodels.
tsa.
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ar.
var_
model.
VARResults.
get_
eq_
index
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ar.
var_
model.
VARResults.
intercept_
longrun
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vector_
ar.
var_
model.
VARResults.
irf
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ar.
var_
model.
VARResults.
irf_
errband_
mc
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
irf_
resim
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
is_
stable
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
long_
run_
effects
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
ma_
rep
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tsa.
vector_
ar.
var_
model.
VARResults.
mean
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vector_
ar.
var_
model.
VARResults.
mse
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tsa.
vector_
ar.
var_
model.
VARResults.
orth_
ma_
rep
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
plot
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tsa.
vector_
ar.
var_
model.
VARResults.
plot_
acorr
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tsa.
vector_
ar.
var_
model.
VARResults.
plot_
forecast
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tsa.
vector_
ar.
var_
model.
VARResults.
plot_
sample_
acorr
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tsa.
vector_
ar.
var_
model.
VARResults.
plotsim
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vector_
ar.
var_
model.
VARResults.
reorder
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vector_
ar.
var_
model.
VARResults.
resid_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid_
acov
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
sample_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
sample_
acov
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
simulate_
var
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
summary
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tsa.
vector_
ar.
var_
model.
VARResults.
test_
causality
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tsa.
vector_
ar.
var_
model.
VARResults.
test_
inst_
causality
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tsa.
vector_
ar.
var_
model.
VARResults.
test_
normality
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vector_
ar.
var_
model.
VARResults.
test_
whiteness
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tsa.
vector_
ar.
var_
model.
VARResults.
to_
vecm
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tsa.
vector_
ar.
var_
model.
VARResults.
aic
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tsa.
vector_
ar.
var_
model.
VARResults.
bic
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tsa.
vector_
ar.
var_
model.
VARResults.
bse
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
detomega
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
df_
model
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
df_
resid
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
fittedvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
fpe
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
hqic
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
info_
criteria
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
llf
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tsa.
vector_
ar.
var_
model.
VARResults.
pvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues_
dt
Contents
A
VARResults.
pvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid_
corr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
roots
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
sigma_
u_
mle
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
endog_
lagged
Post-
estimation Analysis
Impulse Response Analysis
Forecast Error Variance Decomposition
(FEVD)
Statistical tests
Structural Vector Autoregressions
Vector Error Correction Models
(VECM)
Other Models
Statistics and Tools
Data Sets
Sandbox
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Contents
A
VARResults.
pvalues_
dt
statsmodels.tsa.vector_ar.var_model.VARResults.pvalues_dt
¶
VARResults.
pvalues_dt
¶