Navigation
index
modules
|
next
|
previous
|
statsmodels
»
User Guide
»
Vector Autoregressions
tsa.vector_ar
»
statsmodels.tsa.vector_ar.irf.IRAnalysis
»
statsmodels.tsa.vector_ar.irf.IRAnalysis.errband_mc
statsmodels.tsa.vector_ar.irf.IRAnalysis.errband_mc
¶
IRAnalysis.
errband_mc
(
orth
=
False
,
svar
=
False
,
repl
=
1000
,
signif
=
0.05
,
seed
=
None
,
burn
=
100
)
[source]
¶
IRF Monte Carlo integrated error bands
Table of Contents
Installing statsmodels
Getting started
User Guide
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Table of Contents
statsmodels.tsa.vector_ar.irf.IRAnalysis.errband_mc
IRAnalysis.errband_mc
Quick search
Navigation
index
modules
|
next
|
previous
|
statsmodels
»
User Guide
»
Vector Autoregressions
tsa.vector_ar
»
statsmodels.tsa.vector_ar.irf.IRAnalysis
»
statsmodels.tsa.vector_ar.irf.IRAnalysis.errband_mc