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statsmodels 0.15.0 (+647)
statsmodels.tsa.vector_ar.vecm.VECMResults.irf
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statsmodels 0.15.0 (+647)
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vector_
ar
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vector_
ar
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(p) processes
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(FEVD)
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Vector Error Correction Models
(VECM)
Vector Error Correction Models
(VECM)
statsmodels.
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ar.
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ar.
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ar.
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ar.
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ar.
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vector_
ar.
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VECMResults
statsmodels.
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vector_
ar.
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VECMResults
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vector_
ar.
vecm.
VECMResults.
conf_
int_
alpha
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tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
beta
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vector_
ar.
vecm.
VECMResults.
conf_
int_
det_
coef
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tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
det_
coef_
coint
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vector_
ar.
vecm.
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conf_
int_
gamma
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ar.
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ar.
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Contents
M
VECMResults.
irf
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
ma_
rep
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
orth_
ma_
rep
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
plot_
data
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
plot_
forecast
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
predict
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
summary
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
test_
granger_
causality
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
test_
inst_
causality
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
test_
normality
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
test_
whiteness
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
cov_
params_
default
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
cov_
params_
wo_
det
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
cov_
var_
repr
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
fittedvalues
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
llf
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
alpha
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
beta
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
det_
coef
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
det_
coef_
coint
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
gamma
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
resid
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
alpha
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
beta
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
coint
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
det_
coef
statsmodels.
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vector_
ar.
vecm.
VECMResults.
stderr_
det_
coef_
coint
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
gamma
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
params
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
alpha
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
beta
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
det_
coef
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
det_
coef_
coint
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
gamma
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
var_
rep
statsmodels.
tsa.
vector_
ar.
vecm.
Coint
Rank
Results
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Contents
M
VECMResults.
irf
statsmodels.tsa.vector_ar.vecm.VECMResults.irf
¶
VECMResults.
irf
(
periods
=
10
)
[source]
¶