Login Register

VARResults.ma_rep()

statsmodels.tsa.vector_ar.var_model.VARResults.ma_rep

VARResults.ma_rep(maxn=10)

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.VARResults.ma_rep.html

doc_statsmodels

2017-01-18 16:21:56

Comments

Leave a Comment

Please login to continue.

Popular Articles

VARResults.orth_ma_rep() statsmodels.tsa.vector_ar.var_model.VARResults.orth_ma_rep VARResults.orth_ma_rep(maxn=10, P=None) Compute Orthogonalized MA coefficient matrices

VARProcess.ma_rep() statsmodels.tsa.vector_ar.var_model.VARProcess.ma_rep VARProcess.ma_rep(maxn=10) [source] Compute MA() coefficient matrices Parameters: maxn : in

VARProcess.orth_ma_rep() statsmodels.tsa.vector_ar.var_model.VARProcess.orth_ma_rep VARProcess.orth_ma_rep(maxn=10, P=None) [source] Compute Orthogonalized MA coefficient

rep rep(master, *args) Class Public methods

string.rep() string.rep (s, n [, sep])nssepsepn (Note that it is very easy to exhaust the memory of your machine with a single call to this function.)