VARMAXResults.impulse_responses(steps=1, impulse=0, orthogonalized=False, cumulative=False, **kwargs)
Impulse response function
Parameters: |
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Returns: |
impulse_responses – Responses for each endogenous variable due to the impulse given by the |
Return type: |
array |
Intercepts in the measurement and state equation are ignored when calculating impulse responses.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.varmax.VARMAXResults.impulse_responses.html