VARResults.irf()

statsmodels.tsa.vector_ar.var_model.VARResults.irf

VARResults.irf(periods=10, var_decomp=None, var_order=None) [source]

Analyze impulse responses to shocks in system

Parameters:	periods : int var_decomp : ndarray (k x k), lower triangular Must satisfy Omega = P P?, where P is the passed matrix. Defaults to Cholesky decomposition of Omega var_order : sequence Alternate variable order for Cholesky decomposition
Returns:	irf : IRAnalysis