Skip to content
statsmodels 0.15.0 (+438)
statsmodels.tsa.vector_ar.var_model.VAR.y
Initializing search
statsmodels
statsmodels 0.15.0 (+438)
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.
VAR
C
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR
C
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
fit
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
from_
formula
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
hessian
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
information
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
initialize
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
loglike
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
predict
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
score
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
select_
order
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
endog_
names
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
exog_
names
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
y
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR.
y
Contents
P
VAR.
y
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
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
P
VAR.
y
statsmodels.tsa.vector_ar.var_model.VAR.y
¶
property
VAR.
y
¶
Last update: Sep 12, 2024