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statsmodels 0.15.0 (+649)
statsmodels.tsa.vector_ar.vecm.VECMResults.ma_rep
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statsmodels 0.15.0 (+649)
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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
Impulse Response Analysis
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(FEVD)
Statistical tests
Structural Vector Autoregressions
Vector Error Correction Models
(VECM)
Vector Error Correction Models
(VECM)
statsmodels.
tsa.
vector_
ar.
vecm.
VECM
statsmodels.
tsa.
vector_
ar.
vecm.
coint_
johansen
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vector_
ar.
vecm.
Johansen
Test
Result
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ar.
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select_
order
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vector_
ar.
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coint_
rank
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vector_
ar.
vecm.
VECMResults
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vector_
ar.
vecm.
VECMResults
C
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
alpha
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
beta
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
det_
coef
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
det_
coef_
coint
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
gamma
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vector_
ar.
vecm.
VECMResults.
irf
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ar.
vecm.
VECMResults.
ma_
rep
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vector_
ar.
vecm.
VECMResults.
ma_
rep
Contents
M
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
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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
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vector_
ar.
vecm.
VECMResults.
stderr_
coint
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tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
det_
coef
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ar.
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VECMResults.
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det_
coef_
coint
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ar.
vecm.
VECMResults.
stderr_
gamma
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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
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tsa.
vector_
ar.
vecm.
Coint
Rank
Results
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Contents
M
VECMResults.
ma_
rep
statsmodels.tsa.vector_ar.vecm.VECMResults.ma_rep
¶
VECMResults.
ma_rep
(
maxn
=
10
)
[source]
¶