statsmodels.tsa.vector_ar.var_model.VARResults.mse
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VARResults.mse(steps)
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Compute theoretical forecast error variance matrices
Parameters: steps : int
Number of steps ahead
Returns: forc_covs : ndarray (steps x neqs x neqs)
Notes
VARResults.mse(steps)
Compute theoretical forecast error variance matrices
Parameters: |
steps : int Number of steps ahead |
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Returns: |
forc_covs : ndarray (steps x neqs x neqs) |
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