statsmodels.tsa.vector_ar.svar_model.SVARResults.irf#

SVARResults.irf(periods=10, var_order=None)[source]#

Analyze structural impulse responses to shocks in system

Parameters:

periodsint, optional
var_ordersequence, optional: Alternate variable order for the structural impulse matrix. Not implemented, and so must be None.

Returns:

irfIRAnalysis

Raises:

NotImplementedError: If var_order is not None.