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VARProcess.ma_rep()

statsmodels.tsa.vector_ar.var_model.VARProcess.ma_rep

VARProcess.ma_rep(maxn=10) [source]

Compute MA( $\infty$ ) coefficient matrices

Parameters:

maxn : int

Number of coefficient matrices to compute

Returns:

coefs : ndarray (maxn x k x k)

Links:

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

doc_statsmodels

2017-01-18 16:21:44

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