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statsmodels.tsa.vector_ar.irf.IRAnalysis.cum_errband_mc
statsmodels.tsa.vector_ar.irf.IRAnalysis.cum_errband_mc
¶
IRAnalysis.
cum_errband_mc
(
orth
=
False
,
repl
=
1000
,
signif
=
0.05
,
seed
=
None
,
burn
=
100
)
[source]
¶
IRF Monte Carlo integrated error bands of cumulative effect
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statsmodels.tsa.vector_ar.irf.IRAnalysis.cum_errband_mc
IRAnalysis.cum_errband_mc
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statsmodels.tsa.vector_ar.irf.IRAnalysis.cum_errband_mc