VARResults.intercept_longrun()
Long run intercept of stable VAR process
Lütkepohl eq. 2.1.23
where alpha is the intercept (parameter of the constant)
© 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.VARResults.intercept_longrun.html