VARResults.forecast_cov()
statsmodels.tsa.vector_ar.var_model.VARResults.forecast_cov
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VARResults.forecast_cov(steps=1)
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Compute forecast covariance matrices for desired number of steps
Parameters: steps : int Returns: covs : ndarray (steps x k x k) Notes
Ref: Lutkepohl pp. 96-97
© 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.var_model.VARResults.forecast_cov.html