statsmodels.tsa.vector_ar.svar_model.SVARResults.svar_ma_rep

SVARResults.svar_ma_rep(maxn=10, P=None)

Compute Structural MA coefficient matrices using MLE of A, B

Parameters:

maxnint, optional

Number of MA matrices to compute.

Pndarray, optional

Solved A^{-1}B coefficient matrix used to orthogonalize the MA representation. If not provided, it is computed from the estimated A and B matrices.

Returns:

ndarray

The structural MA coefficient matrices.