VARResults.ma_rep(maxn=10)
Compute MA(\(\infty\)) coefficient matrices
Parameters: | maxn (int) – Number of coefficient matrices to compute |
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Returns: | coefs |
Return type: | ndarray (maxn x k x k) |
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© 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.ma_rep.html