statsmodels.tsa.vector_ar.irf.IRAnalysis.cov
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IRAnalysis.cov(orth=False)[source] -
Compute asymptotic standard errors for impulse response coefficients
Notes
Lütkepohl eq 3.7.5
© 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.cov.html
