statsmodels.tsa.vector_ar.var_model.VARProcess.intercept_longrun¶ VARProcess.intercept_longrun()[source]¶ Long run intercept of stable VAR process Lütkepohl eq. 2.1.23 \[\mu = (I - A_1 - \dots - A_p)^{-1} \alpha\] where alpha is the intercept (parameter of the constant)