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statsmodels 0.15.0 (+579)
statsmodels.tsa.vector_ar.vecm.VECMResults.var_rep
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statsmodels
statsmodels 0.15.0 (+579)
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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
Forecast Error Variance Decomposition
(FEVD)
Statistical tests
Structural Vector Autoregressions
Vector Error Correction Models
(VECM)
Vector Error Correction Models
(VECM)
statsmodels.
tsa.
vector_
ar.
vecm.
VECM
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tsa.
vector_
ar.
vecm.
coint_
johansen
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vector_
ar.
vecm.
Johansen
Test
Result
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vector_
ar.
vecm.
select_
order
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vector_
ar.
vecm.
select_
coint_
rank
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tsa.
vector_
ar.
vecm.
VECMResults
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vector_
ar.
vecm.
VECMResults
C
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tsa.
vector_
ar.
vecm.
VECMResults
C
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
alpha
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tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
beta
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tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
det_
coef
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tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
det_
coef_
coint
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tsa.
vector_
ar.
vecm.
VECMResults.
conf_
int_
gamma
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vector_
ar.
vecm.
VECMResults.
irf
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vector_
ar.
vecm.
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ma_
rep
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vector_
ar.
vecm.
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orth_
ma_
rep
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vector_
ar.
vecm.
VECMResults.
plot_
data
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vector_
ar.
vecm.
VECMResults.
plot_
forecast
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vector_
ar.
vecm.
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predict
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vector_
ar.
vecm.
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summary
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vector_
ar.
vecm.
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test_
granger_
causality
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vector_
ar.
vecm.
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test_
inst_
causality
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ar.
vecm.
VECMResults.
test_
normality
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vector_
ar.
vecm.
VECMResults.
test_
whiteness
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tsa.
vector_
ar.
vecm.
VECMResults.
cov_
params_
default
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tsa.
vector_
ar.
vecm.
VECMResults.
cov_
params_
wo_
det
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vector_
ar.
vecm.
VECMResults.
cov_
var_
repr
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vector_
ar.
vecm.
VECMResults.
fittedvalues
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vector_
ar.
vecm.
VECMResults.
llf
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vector_
ar.
vecm.
VECMResults.
pvalues_
alpha
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vector_
ar.
vecm.
VECMResults.
pvalues_
beta
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vector_
ar.
vecm.
VECMResults.
pvalues_
det_
coef
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tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
det_
coef_
coint
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tsa.
vector_
ar.
vecm.
VECMResults.
pvalues_
gamma
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tsa.
vector_
ar.
vecm.
VECMResults.
resid
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vector_
ar.
vecm.
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stderr_
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vector_
ar.
vecm.
VECMResults.
stderr_
beta
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vector_
ar.
vecm.
VECMResults.
stderr_
coint
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vector_
ar.
vecm.
VECMResults.
stderr_
det_
coef
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tsa.
vector_
ar.
vecm.
VECMResults.
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det_
coef_
coint
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vector_
ar.
vecm.
VECMResults.
stderr_
gamma
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tsa.
vector_
ar.
vecm.
VECMResults.
stderr_
params
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
alpha
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
beta
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
det_
coef
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
det_
coef_
coint
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
tvalues_
gamma
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
var_
rep
statsmodels.
tsa.
vector_
ar.
vecm.
VECMResults.
var_
rep
Contents
A
VECMResults.
var_
rep
statsmodels.
tsa.
vector_
ar.
vecm.
Coint
Rank
Results
Other Models
Statistics and Tools
Data Sets
Sandbox
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Contents
A
VECMResults.
var_
rep
statsmodels.tsa.vector_ar.vecm.VECMResults.var_rep
¶
VECMResults.
var_rep
¶
Last update: Dec 23, 2024