VARResults.irf_resim(orth=False, repl=1000, T=10, seed=None, burn=100, cum=False)
[source]
Simulates impulse response function, returning an array of simulations. Used for Sims-Zha error band calculation.
Parameters: |
|
---|
Sims, Christoper A., and Tao Zha. 1999. “Error Bands for Impulse Response.” Econometrica 67: 1113-1155.
Returns: | |
---|---|
Return type: | Array of simulated impulse response functions |
© 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_resim.html