statsmodels.tsa.vector_ar.var_model.VARResults.ma_rep
-
VARResults.ma_rep(maxn=
10
)
Compute MA(\(\infty\)) coefficient matrices
- Parameters:
- maxn
int
Number of coefficient matrices to compute
- Returns:
- coefs
ndarray
(maxn
x
k
x
k
)
Last update:
Dec 16, 2024