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
© 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.irf.IRAnalysis.errband_mc.html
