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statsmodels 0.15.0 (+647)
statsmodels
v0.14.4
10.6k
3.3k
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
VAR
(p) processes
Class Reference
Class Reference
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
C
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
acf
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
forecast
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
forecast_
cov
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
forecast_
interval
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
get_
eq_
index
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
intercept_
longrun
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
is_
stable
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
long_
run_
effects
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
ma_
rep
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
mean
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
mse
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
orth_
ma_
rep
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
plot_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
plotsim
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tsa.
vector_
ar.
var_
model.
VARProcess.
simulate_
var
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tsa.
vector_
ar.
var_
model.
VARProcess.
to_
vecm
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess.
to_
vecm
Contents
M
VARProcess.
to_
vecm
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
Post-
estimation Analysis
Impulse Response Analysis
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
M
VARProcess.
to_
vecm
statsmodels.tsa.vector_ar.var_model.VARProcess.to_vecm
¶
VARProcess.
to_vecm
(
)
[source]
¶