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statsmodels.tsa.vector_ar.var_model.VARProcess.long_run_effects
statsmodels.tsa.vector_ar.var_model.VARProcess.long_run_effects
¶
VARProcess.
long_run_effects
(
)
[source]
¶
Compute long-run effect of unit impulse
\[\Psi_\infty = \sum_{i=0}^\infty \Phi_i\]
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statsmodels.tsa.vector_ar.var_model.VARProcess.long_run_effects
VARProcess.long_run_effects
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statsmodels.tsa.vector_ar.var_model.VARProcess.long_run_effects