VARResults.irf(periods=10, var_decomp=None, var_order=None)
[source]
Analyze impulse responses to shocks in system
Parameters: |
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Returns: |
irf |
Return type: |
© 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.irf.html