VARResults.mse()
statsmodels.tsa.vector_ar.var_model.VARResults.mse
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VARResults.mse(steps)
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Compute theoretical forecast error variance matrices
Parameters: steps : int
Number of steps ahead
Returns: forc_covs : ndarray (steps x neqs x neqs)
Notes
© 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.mse.html