Statsmodels
Statsmodels
  • 请登录查看
字典 我要纠错

IRAnalysis.err_band_sz2()

statsmodels.tsa.vector_ar.irf.IRAnalysis.err_band_sz2

IRAnalysis.err_band_sz2(orth=False, repl=1000, signif=0.05, seed=None, burn=100, component=None) [source]

IRF Sims-Zha error band method 2.

This method Does not assume symmetric error bands around mean.

Parameters:

orth : bool, default False

Compute orthogonalized impulse responses

re