Skip to content
statsmodels 0.15.0 (+617)
statsmodels.tsa.vector_ar.irf.IRAnalysis.G
Initializing search
statsmodels
statsmodels 0.15.0 (+617)
statsmodels
Installing statsmodels
Getting started
User Guide
User Guide
Background
Regression and Linear Models
Time Series Analysis
Time Series Analysis
Time Series analysis tsa
Time Series Analysis by State Space Methods statespace
Vector Autoregressions tsa.
vector_
ar
Vector Autoregressions tsa.
vector_
ar
VAR
(p) processes
Impulse Response Analysis
Impulse Response Analysis
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis
C
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis
C
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
cov
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
cum_
effect_
cov
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
cum_
effect_
stderr
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
cum_
errband_
mc
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
err_
band_
sz1
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
err_
band_
sz2
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
err_
band_
sz3
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
errband_
mc
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
fevd_
table
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
lr_
effect_
cov
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
lr_
effect_
stderr
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
plot
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
plot_
cum_
effects
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
stderr
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
G
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
G
Contents
A
IRAnalysis.
G
statsmodels.
tsa.
vector_
ar.
irf.
IRAnalysis.
H
Forecast Error Variance Decomposition
(FEVD)
Statistical tests
Structural Vector Autoregressions
Vector Error Correction Models
(VECM)
Other Models
Statistics and Tools
Data Sets
Sandbox
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Contents
A
IRAnalysis.
G
statsmodels.tsa.vector_ar.irf.IRAnalysis.G
¶
IRAnalysis.
G
¶
Last update: Feb 19, 2025