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statsmodels 0.14.0
statsmodels.tsa.vector_ar.vecm.VECMResults.var_rep
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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
Forecast Error Variance Decomposition
(FEVD)
Statistical tests
Structural Vector Autoregressions
Vector Error Correction Models
(VECM)
Vector Error Correction Models
(VECM)
statsmodels.
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ar.
vecm.
VECM
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ar.
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coint_
johansen
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vector_
ar.
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Johansen
Test
Result
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ar.
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order
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ar.
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rank
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ar.
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VECMResults
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ar.
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VECMResults
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vector_
ar.
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VECMResults
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ar.
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VECMResults
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ar.
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alpha
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ar.
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beta
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ar.
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det_
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ar.
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int_
det_
coef_
coint
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vector_
ar.
vecm.
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int_
gamma
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ar.
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irf
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ar.
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rep
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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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ar.
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ar.
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ar.
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normality
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ar.
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test_
whiteness
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ar.
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cov_
params_
default
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ar.
vecm.
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params_
wo_
det
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ar.
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var_
repr
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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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det_
coef
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ar.
vecm.
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det_
coef_
coint
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ar.
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ar.
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resid
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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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ar.
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ar.
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stderr_
params
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ar.
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VECMResults.
tvalues_
alpha
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vector_
ar.
vecm.
VECMResults.
tvalues_
beta
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tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
det_
coef
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tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
det_
coef_
coint
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tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
gamma
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tsa.
vector_
ar.
vecm.
VECMResults.
var_
rep
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tsa.
vector_
ar.
vecm.
VECMResults.
var_
rep
Contents
A
VECMResults.
var_
rep
statsmodels.
tsa.
vector_
ar.
vecm.
Coint
Rank
Results
Other Models
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Data Sets
Sandbox
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Contents
A
VECMResults.
var_
rep
statsmodels.tsa.vector_ar.vecm.VECMResults.var_rep
¶
VECMResults.
var_rep
¶
Last update: May 05, 2023