statsmodels.tsa.vector_ar.irf.IRAnalysis.cum_errband_mc
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IRAnalysis.cum_errband_mc(orth=False, repl=1000, signif=0.05, seed=None, burn=100)
[source] -
IRF Monte Carlo integrated error bands of cumulative effect
IRAnalysis.cum_errband_mc(orth=False, repl=1000, signif=0.05, seed=None, burn=100)
[source]
IRF Monte Carlo integrated error bands of cumulative effect
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