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VARProcess.mean()

statsmodels.tsa.vector_ar.var_model.VARProcess.mean

VARProcess.mean() [source]

Mean of stable process

Lutkepohl eq. 2.1.23

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

Links:

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

doc_statsmodels

2025-01-10 15:47:30

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