statsmodels.tsa.vector_ar.irf.IRAnalysis.err_band_sz3
IRAnalysis.err_band_sz3(orth=False, repl=1000, signif=0.05, seed=None, burn=100, component=None) [source]
IRF Sims-Zha error band method 3. Does not assume symmetric error bands around mean. Parameters:
orth : bool, default False Compute orthogonalized impulse responses repl : int, default 1000 Number of MC replications signif : float (0 < signif < 1) Significance level for error bars, defaults to 95% CI seed : int, default N