VARResults.simulate_var(steps=None, offset=None, seed=None)
simulate the VAR(p) process for the desired number of steps
Parameters: |
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Returns: |
endog_simulated – Endog of the simulated VAR process |
Return type: |
nd_array |
© 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.simulate_var.html