# statsmodels.tsa.vector_ar.var_model.VARProcess.mean¶

method

VARProcess.mean()[source]

Long run intercept of stable VAR process

Warning: trend and exog except for intercept are ignored for this. This might change in future versions.

Lütkepohl eq. 2.1.23

$\mu = (I - A_1 - \dots - A_p)^{-1} \alpha$

where alpha is the intercept (parameter of the constant)