statsmodels.tsa.vector_ar.var_model.VARProcess.ma_rep
-
VARProcess.ma_rep(maxn=
10
)[source]
Compute MA(\(\infty\)) coefficient matrices
- Parameters:
- maxn
int
Number of coefficient matrices to compute
- Returns:
- coefs
ndarray
(maxn
x
k
x
k
)
Last update:
Oct 29, 2024