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VARProcess.long_run_effects()

statsmodels.tsa.vector_ar.var_model.VARProcess.long_run_effects

VARProcess.long_run_effects() [source]: Compute long-run effect of unit impulse

$\Psi_\infty = \sum_{i=0}^\infty \Phi_i$

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARProcess.long_run_effects.html

doc_statsmodels

2025-01-10 15:47:30

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