VARProcess.forecast_cov(steps)
Compute theoretical forecast error variance matrices
Parameters: | steps (int) – Number of steps ahead |
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Returns: | forc_covs |
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Return type: | ndarray (steps x neqs x neqs) |
© 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.vector_ar.var_model.VARProcess.forecast_cov.html