statsmodels.tsa.vector_ar.var_model.VARProcess.orth_ma_rep¶ VARProcess.orth_ma_rep(maxn=10, P=None)[source]¶ Compute orthogonalized MA coefficient matrices using P matrix such that \(\Sigma_u = PP^\prime\). P defaults to the Cholesky decomposition of \(\Sigma_u\) Parameters: maxnintNumber of coefficient matrices to compute Pndarray (k x k), optionalMatrix such that Sigma_u = PP’, defaults to Cholesky descomp Returns: coefsndarray (maxn x k x k)