tsa
VARProcess.
forecast
Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
y : ndarray (p x k)
steps : int
forecasts : ndarray (steps x neqs)
Notes
Lutkepohl pp 37-38
statsmodels.tsa.vector_ar.var_model.VARProcess.acorr
statsmodels.tsa.vector_ar.var_model.VARProcess.forecast_cov
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