VARResults.ma_rep()

statsmodels.tsa.vector_ar.var_model.VARResults.ma_rep

VARResults.ma_rep(maxn=10)

Compute MA( $\infty$ ) coefficient matrices

Parameters:

Parameters:	maxn : int Number of coefficient matrices to compute
Returns:	coefs : ndarray (maxn x k x k)

maxn : int

Number of coefficient matrices to compute

Returns:

coefs : ndarray (maxn x k x k)

© 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.ma_rep.html