W3cubDocs

/Statsmodels

statsmodels.tsa.vector_ar.var_model.VARResults.long_run_effects

VARResults.long_run_effects()

Compute long-run effect of unit impulse

\[\Psi_\infty = \sum_{i=0}^\infty \Phi_i\]

© 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.long_run_effects.html