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IRAnalysis.errband_mc()

statsmodels.tsa.vector_ar.irf.IRAnalysis.errband_mc

IRAnalysis.errband_mc(orth=False, svar=False, repl=1000, signif=0.05, seed=None, burn=100) [source]: IRF Monte Carlo integrated error bands

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http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.irf.IRAnalysis.errband_mc.html

doc_statsmodels

2017-01-18 16:10:44

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