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statsmodels.tsa.vector_ar.var_model.VARResults.ma_rep

VARResults.ma_rep(maxn=10)

Compute MA(\(\infty\)) coefficient matrices

Parameters: maxn (int) – Number of coefficient matrices to compute
Returns: coefs
Return type: ndarray (maxn x k x k)

© 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.ma_rep.html