Index A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | R | S | T | U | V | Z A actual() (impulso.results.CounterfactualResult method) adf_test() (in module impulso) adjusting (impulso.results.ScenarioResult attribute) aic (impulso.results.LagOrderResult attribute) alpha (impulso.results.CointegrationTestResult attribute) (impulso.results.IntegrationOrderResult attribute) (impulso.results.StationarityTestResult attribute) augmentation (impulso.results.GrangerCausalityResult attribute) augmentation_source (impulso.results.GrangerCausalityResult attribute) B baseline() (impulso.results.HistoricalDecompositionResult method) bayes_factor() (impulso.evidence.EvidenceComparison method) best (impulso.evidence.EvidenceComparison property) bic (impulso.results.LagOrderResult attribute) build_dummies() (impulso.priors.NIWPrior method) build_likelihood() (impulso.observation.Gaussian method) (impulso.observation.StudentT method) (impulso.protocols.ErrorDistribution method) build_priors() (impulso.priors.MinnesotaPrior method) build_pymc_latent() (impulso.sv.spec.StochasticVolatility method) (impulso.volatility.Constant method) C cause (impulso.results.GrangerCausalityResult attribute) chains (impulso.samplers.NUTSSampler attribute) Cholesky (class in impulso.identification) cholesky_at() (impulso.conjugate_volatility.ConjugateVolatility method) (impulso.protocols.VolatilityProcess method) (impulso.sv.spec.StochasticVolatility method) (impulso.volatility.Constant method) cholesky_path() (impulso.conjugate_volatility.ConjugateVolatility method) (impulso.protocols.VolatilityProcess method) (impulso.sv.spec.StochasticVolatility method) (impulso.volatility.Constant method) coef_draws (impulso.results.GrangerCausalityResult attribute) coefficients (impulso.fitted.FittedVAR property) CointegrationTestResult (class in impulso.results) compare_evidence() (in module impulso) compute_ma_phi() (in module impulso) conclusions (impulso.results.StationarityTestResult property) conditional_forecast() (impulso.fitted.FittedVAR method) ConditionalForecastResult (class in impulso.results) conditions (impulso.results.ConditionalForecastResult attribute) ConjugateVAR (class in impulso.conjugate) ConjugateVolatility (class in impulso.conjugate_volatility) Constant (class in impulso.volatility) cores (impulso.samplers.NUTSSampler attribute) counterfactual() (impulso.identified.IdentifiedVAR method) CounterfactualResult (class in impulso.results) criteria_table (impulso.results.LagOrderResult attribute) cross_shrinkage (impulso.priors.MinnesotaPrior attribute) (impulso.priors.NIWPrior attribute) cumulative (impulso.results.DynamicMultiplierResult attribute) D d_max (impulso.results.IntegrationOrderResult property) data (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) decay (impulso.priors.MinnesotaPrior attribute) (impulso.priors.NIWPrior attribute) det_order (impulso.results.CointegrationTestResult attribute) deviation() (impulso.results.HistoricalDecompositionResult method) difference() (impulso.results.CounterfactualResult method) draw_standardised_innovations() (impulso.observation.Gaussian method) (impulso.observation.StudentT method) (impulso.protocols.ErrorDistribution method) draws (impulso.conjugate.ConjugateVAR attribute) (impulso.samplers.NUTSSampler attribute) dynamic_multiplier() (impulso.fitted.FittedVAR method) DynamicMultiplierResult (class in impulso.results) dynamics (impulso.sv.spec.StochasticVolatility attribute) E effect (impulso.results.GrangerCausalityResult attribute) eigenvalues (impulso.results.CointegrationTestResult attribute) end (impulso.scenario.ShockPath attribute) endog (impulso.data.VARData attribute) endog_names (impulso.data.VARData attribute) error_dist (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.spec.VAR attribute) ErrorDistribution (class in impulso.protocols) evidence (impulso.fitted.FittedVAR attribute) EvidenceComparison (class in impulso.evidence) evidences (impulso.evidence.EvidenceComparison attribute) exog (impulso.data.VARData attribute) exog_names (impulso.data.VARData attribute) (impulso.results.DynamicMultiplierResult attribute) exog_prior_scale (impulso.spec.VAR attribute) F fevd() (impulso.identified.IdentifiedVAR method) FEVDResult (class in impulso.results) first_stage() (impulso.identification.ProxySVAR method) fit() (impulso.conjugate.ConjugateVAR method) (impulso.spec.VAR method) (impulso.sv.spec.StochasticVolatility method) FittedVAR (class in impulso.fitted) forecast() (impulso.fitted.FittedVAR method) forecast_cholesky_path() (impulso.conjugate_volatility.ConjugateVolatility method) (impulso.protocols.VolatilityProcess method) (impulso.sv.spec.StochasticVolatility method) (impulso.volatility.Constant method) ForecastResult (class in impulso.results) from_df() (impulso.data.VARData class method) from_zero_restrictions() (impulso.identification.LongRunRestriction class method) G Gaussian (class in impulso.observation) granger_causality() (impulso.fitted.FittedVAR method) GrangerCausalityResult (class in impulso.results) H has_exog (impulso.fitted.FittedVAR property) hdi() (impulso.results.ConditionalForecastResult method) (impulso.results.CounterfactualResult method) (impulso.results.DynamicMultiplierResult method) (impulso.results.FEVDResult method) (impulso.results.ForecastResult method) (impulso.results.GrangerCausalityResult method) (impulso.results.HistoricalDecompositionResult method) (impulso.results.IRFResult method) (impulso.results.SVForecastResult method) (impulso.results.VARResultBase method) (impulso.results.VolatilityResult method) HDIResult (class in impulso.results) historical_decomposition() (impulso.identified.IdentifiedVAR method) HistoricalDecompositionResult (class in impulso.results) horizon (impulso.results.DynamicMultiplierResult attribute) (impulso.results.FEVDResult attribute) (impulso.results.IRFResult attribute) hq (impulso.results.LagOrderResult attribute) hyperparameter_priors() (impulso.conjugate_volatility.ConjugateVolatility method) (impulso.conjugate_volatility.PandemicBreak method) hyperparameters (impulso.evidence.ModelEvidence attribute) I idata (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.results.ConditionalForecastResult attribute) (impulso.results.CounterfactualResult attribute) (impulso.results.DynamicMultiplierResult attribute) (impulso.results.FEVDResult attribute) (impulso.results.ForecastResult attribute) (impulso.results.HistoricalDecompositionResult attribute) (impulso.results.IRFResult attribute) (impulso.results.SVForecastResult attribute) (impulso.results.VARResultBase attribute) (impulso.results.VolatilityResult attribute) IdentificationScheme (class in impulso.protocols) IdentifiedVAR (class in impulso.identified) identify() (impulso.identification.Cholesky method) (impulso.identification.LongRunRestriction method) (impulso.identification.ProxySVAR method) (impulso.identification.SignRestriction method) (impulso.identification.ZeroSignRestriction method) (impulso.protocols.IdentificationScheme method) impulse_response() (impulso.identified.IdentifiedVAR method) inconclusive (impulso.results.IntegrationOrderResult attribute) index (impulso.data.VARData attribute) (impulso.results.SVForecastResult attribute) (impulso.results.VolatilityResult attribute) innovation_covariance() (impulso.fitted.FittedVAR method) instrument (impulso.identification.ProxySVAR attribute) integration_order() (in module impulso) integration_order_result (impulso.results.GrangerCausalityResult attribute) IntegrationOrderResult (class in impulso.results) intercepts (impulso.fitted.FittedVAR property) IRFResult (class in impulso.results) is_heavy_tailed (impulso.observation.Gaussian attribute) (impulso.observation.StudentT attribute) (impulso.protocols.ErrorDistribution attribute) is_time_varying (impulso.conjugate_volatility.ConjugateVolatility attribute) (impulso.protocols.VolatilityProcess attribute) (impulso.sv.spec.StochasticVolatility attribute) (impulso.volatility.Constant attribute) J johansen_test() (in module impulso) K k_ar_diff (impulso.results.CointegrationTestResult attribute) kpss_test() (in module impulso) L lag_labels (impulso.results.GrangerCausalityResult property) lag_matrices() (in module impulso) LagOrderResult (class in impulso.results) lags (impulso.conjugate.ConjugateVAR attribute) (impulso.spec.VAR attribute) lambda_mode (impulso.priors.NIWPrior attribute) lambda_sd (impulso.priors.NIWPrior attribute) last_diagnostics (impulso.identification.LongRunRestriction property) (impulso.identification.ProxySVAR property) (impulso.identification.SignRestriction property) (impulso.identification.ZeroSignRestriction property) log10_bayes_factor() (impulso.evidence.EvidenceComparison method) log_bayes_factor() (impulso.evidence.EvidenceComparison method) log_marginal_likelihood (impulso.evidence.ModelEvidence attribute) log_scales() (impulso.conjugate_volatility.ConjugateVolatility method) (impulso.conjugate_volatility.PandemicBreak method) long_run_diagnostics() (impulso.identification.LongRunRestriction method) LongRunRestriction (class in impulso.identification) lower (impulso.results.HDIResult attribute) M max_condition (impulso.identification.LongRunRestriction attribute) max_lags (impulso.spec.VAR attribute) max_order (impulso.results.IntegrationOrderResult attribute) median() (impulso.results.ConditionalForecastResult method) (impulso.results.CounterfactualResult method) (impulso.results.DynamicMultiplierResult method) (impulso.results.FEVDResult method) (impulso.results.ForecastResult method) (impulso.results.GrangerCausalityResult method) (impulso.results.HistoricalDecompositionResult method) (impulso.results.IRFResult method) (impulso.results.SVForecastResult method) (impulso.results.VARResultBase method) (impulso.results.VolatilityResult method) MinnesotaPrior (class in impulso.priors) mode (impulso.results.ConditionalForecastResult attribute) (impulso.results.ForecastResult attribute) model_config (impulso.conjugate.ConjugateVAR attribute) (impulso.conjugate_volatility.ConjugateVolatility attribute) (impulso.conjugate_volatility.PandemicBreak attribute) (impulso.data.VARData attribute) (impulso.evidence.EvidenceComparison attribute) (impulso.evidence.ModelEvidence attribute) (impulso.fitted.FittedVAR attribute) (impulso.identification.Cholesky attribute) (impulso.identification.LongRunRestriction attribute) (impulso.identification.ProxySVAR attribute) (impulso.identification.SignRestriction attribute) (impulso.identification.ZeroSignRestriction attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.observation.Gaussian attribute) (impulso.observation.StudentT attribute) (impulso.priors.MinnesotaPrior attribute) (impulso.priors.NIWPrior attribute) (impulso.results.CointegrationTestResult attribute) (impulso.results.ConditionalForecastResult attribute) (impulso.results.CounterfactualResult attribute) (impulso.results.DynamicMultiplierResult attribute) (impulso.results.FEVDResult attribute) (impulso.results.ForecastResult attribute) (impulso.results.GrangerCausalityResult attribute) (impulso.results.HDIResult attribute) (impulso.results.HistoricalDecompositionResult attribute) (impulso.results.IntegrationOrderResult attribute) (impulso.results.IRFResult attribute) (impulso.results.LagOrderResult attribute) (impulso.results.ScenarioResult attribute) (impulso.results.StationarityTestResult attribute) (impulso.results.SVForecastResult attribute) (impulso.results.VARResultBase attribute) (impulso.results.VolatilityResult attribute) (impulso.samplers.NUTSSampler attribute) (impulso.scenario.ShockPath attribute) (impulso.scenario.VariablePath attribute) (impulso.spec.VAR attribute) (impulso.sv.spec.StochasticVolatility attribute) (impulso.volatility.Constant attribute) model_post_init() (impulso.identification.LongRunRestriction method) (impulso.identification.ProxySVAR method) (impulso.identification.SignRestriction method) (impulso.identification.ZeroSignRestriction method) ModelEvidence (class in impulso.evidence) N n_lags (impulso.evidence.ModelEvidence attribute) (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) n_lags_fitted (impulso.results.GrangerCausalityResult attribute) n_lags_tested (impulso.results.GrangerCausalityResult attribute) n_obs (impulso.evidence.ModelEvidence attribute) (impulso.results.CointegrationTestResult attribute) n_restrictions (impulso.results.ConditionalForecastResult property) n_rotations (impulso.identification.SignRestriction attribute) (impulso.identification.ZeroSignRestriction attribute) n_vars (impulso.evidence.ModelEvidence attribute) name (impulso.conjugate_volatility.PandemicBreak attribute) (impulso.observation.Gaussian attribute) (impulso.observation.StudentT attribute) (impulso.sv.spec.StochasticVolatility attribute) (impulso.volatility.Constant attribute) NIWPrior (class in impulso.priors) norm_draws (impulso.results.GrangerCausalityResult property) nu (impulso.observation.StudentT attribute) NU_LOWER (impulso.observation.StudentT attribute) null_hypothesis (impulso.results.StationarityTestResult attribute) nuts_sampler (impulso.samplers.NUTSSampler attribute) nuts_sampler_kwargs (impulso.samplers.NUTSSampler attribute) NUTSSampler (class in impulso.samplers) O on_failure (impulso.identification.ZeroSignRestriction attribute) on_undefined (impulso.identification.LongRunRestriction attribute) order (impulso.results.IntegrationOrderResult attribute) ordering (impulso.identification.Cholesky attribute) (impulso.identification.LongRunRestriction attribute) P p_rope (impulso.results.GrangerCausalityResult property) PandemicBreak (class in impulso.conjugate_volatility) path_uncertainty (impulso.results.ConditionalForecastResult attribute) pinned_values() (impulso.results.ConditionalForecastResult method) plausibility() (impulso.results.ConditionalForecastResult method) plot() (impulso.results.ConditionalForecastResult method) (impulso.results.CounterfactualResult method) (impulso.results.DynamicMultiplierResult method) (impulso.results.FEVDResult method) (impulso.results.ForecastResult method) (impulso.results.HistoricalDecompositionResult method) (impulso.results.IRFResult method) (impulso.results.ScenarioResult method) (impulso.results.SVForecastResult method) (impulso.results.VARResultBase method) (impulso.results.VolatilityResult method) plot_conditional_forecast() (in module impulso.plotting) plot_counterfactual() (in module impulso.plotting) plot_dynamic_multiplier() (in module impulso.plotting) plot_fevd() (in module impulso.plotting) plot_forecast() (in module impulso.plotting) plot_historical_decomposition() (in module impulso.plotting) plot_irf() (in module impulso.plotting) plot_structural_scenario() (in module impulso.plotting) plot_sv_forecast() (in module impulso.plotting) plot_volatility() (in module impulso.plotting) policy_variable (impulso.identification.ProxySVAR attribute) posterior_predictive() (impulso.fitted.FittedVAR method) posterior_probabilities() (impulso.evidence.EvidenceComparison method) Prior (class in impulso.protocols) prior (impulso.conjugate.ConjugateVAR attribute) (impulso.spec.VAR attribute) (impulso.sv.spec.StochasticVolatility attribute) prior_alpha (impulso.observation.StudentT attribute) PRIOR_ALPHA_LOWER (impulso.observation.StudentT attribute) prior_beta (impulso.observation.StudentT attribute) prior_predictive() (impulso.spec.VAR method) prob (impulso.results.HDIResult attribute) progressbar (impulso.samplers.NUTSSampler attribute) ProxySVAR (class in impulso.identification) pvalues (impulso.results.StationarityTestResult property) pymc_model (impulso.fitted.FittedVAR attribute) R random_seed (impulso.identification.SignRestriction attribute) (impulso.identification.ZeroSignRestriction attribute) (impulso.samplers.NUTSSampler attribute) rank (impulso.results.CointegrationTestResult property) rank_max_eigen (impulso.results.CointegrationTestResult attribute) rank_trace (impulso.results.CointegrationTestResult attribute) reference (impulso.evidence.EvidenceComparison attribute) regression (impulso.results.IntegrationOrderResult attribute) (impulso.results.StationarityTestResult attribute) resolved_dynamics (impulso.sv.spec.StochasticVolatility property) resolved_error_dist (impulso.spec.VAR property) resolved_prior (impulso.spec.VAR property) (impulso.sv.spec.StochasticVolatility property) resolved_volatility (impulso.spec.VAR property) restriction_horizon (impulso.identification.ZeroSignRestriction attribute) restrictions (impulso.identification.SignRestriction attribute) rope (impulso.results.GrangerCausalityResult attribute) S sample() (impulso.samplers.NUTSSampler method) sample_digest (impulso.evidence.ModelEvidence attribute) sample_end (impulso.evidence.ModelEvidence attribute) sample_start (impulso.evidence.ModelEvidence attribute) Sampler (class in impulso.protocols) scale (impulso.identification.ProxySVAR attribute) (impulso.results.GrangerCausalityResult attribute) ScenarioResult (class in impulso.results) scheme (impulso.identified.IdentifiedVAR attribute) seed (impulso.conjugate.ConjugateVAR attribute) select (impulso.priors.NIWPrior attribute) select_lag_order() (in module impulso) series_name (impulso.results.SVForecastResult attribute) (impulso.results.VolatilityResult attribute) set_identification_strategy() (impulso.fitted.FittedVAR method) shock (impulso.scenario.ShockPath attribute) shock_coords() (impulso.identification.Cholesky method) (impulso.identification.LongRunRestriction method) (impulso.identification.ProxySVAR method) (impulso.identification.SignRestriction method) (impulso.identification.ZeroSignRestriction method) (impulso.protocols.IdentificationScheme method) shock_matrix() (impulso.identified.IdentifiedVAR method) shock_name (impulso.identification.ProxySVAR attribute) shock_names (impulso.identification.LongRunRestriction attribute) (impulso.identification.ZeroSignRestriction attribute) (impulso.identified.IdentifiedVAR property) (impulso.results.FEVDResult property) (impulso.results.HistoricalDecompositionResult property) (impulso.results.IRFResult property) ShockPath (class in impulso.scenario) shocks (impulso.results.ScenarioResult attribute) sigma() (impulso.fitted.FittedVAR method) sigma_sd_beta (impulso.volatility.Constant attribute) sign_restrictions (impulso.identification.ZeroSignRestriction attribute) SignRestriction (class in impulso.identification) single_unit_root (impulso.priors.NIWPrior attribute) standardize (impulso.results.GrangerCausalityResult attribute) start (impulso.conjugate_volatility.PandemicBreak attribute) (impulso.scenario.ShockPath attribute) StationarityTestResult (class in impulso.results) steps (impulso.results.ConditionalForecastResult attribute) (impulso.results.ForecastResult attribute) (impulso.results.SVForecastResult attribute) StochasticVolatility (class in impulso.sv.spec) structural_scenario() (impulso.identified.IdentifiedVAR method) StudentT (class in impulso.observation) sum_of_coefficients (impulso.priors.NIWPrior attribute) summary() (impulso.results.CointegrationTestResult method) (impulso.results.GrangerCausalityResult method) (impulso.results.IntegrationOrderResult method) (impulso.results.LagOrderResult method) (impulso.results.StationarityTestResult method) SVForecastResult (class in impulso.results) T table (impulso.results.CointegrationTestResult attribute) (impulso.results.IntegrationOrderResult attribute) (impulso.results.StationarityTestResult attribute) target_accept (impulso.samplers.NUTSSampler attribute) test (impulso.results.StationarityTestResult attribute) tightness (impulso.priors.MinnesotaPrior attribute) (impulso.priors.NIWPrior attribute) to_dataframe() (impulso.evidence.EvidenceComparison method) (impulso.results.ConditionalForecastResult method) (impulso.results.CounterfactualResult method) (impulso.results.DynamicMultiplierResult method) (impulso.results.FEVDResult method) (impulso.results.ForecastResult method) (impulso.results.HistoricalDecompositionResult method) (impulso.results.IRFResult method) (impulso.results.SVForecastResult method) (impulso.results.VARResultBase method) (impulso.results.VolatilityResult method) toda_yamamoto() (in module impulso) tril_offdiag_sigma (impulso.volatility.Constant attribute) tune (impulso.conjugate.ConjugateVAR attribute) (impulso.samplers.NUTSSampler attribute) U upper (impulso.results.HDIResult attribute) V values (impulso.scenario.ShockPath attribute) (impulso.scenario.VariablePath attribute) VAR (class in impulso.spec) var_names (impulso.evidence.ModelEvidence attribute) (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.results.ConditionalForecastResult attribute) (impulso.results.CounterfactualResult attribute) (impulso.results.DynamicMultiplierResult attribute) (impulso.results.FEVDResult attribute) (impulso.results.ForecastResult attribute) (impulso.results.HistoricalDecompositionResult attribute) (impulso.results.IRFResult attribute) VARData (class in impulso.data) variable (impulso.scenario.VariablePath attribute) VariablePath (class in impulso.scenario) variance_inflation() (impulso.observation.Gaussian method) (impulso.observation.StudentT method) (impulso.protocols.ErrorDistribution method) VARResultBase (class in impulso.results) volatility (impulso.conjugate.ConjugateVAR attribute) (impulso.evidence.ModelEvidence attribute) (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.spec.VAR attribute) VolatilityProcess (class in impulso.protocols) VolatilityResult (class in impulso.results) Z zero_restrictions (impulso.identification.ZeroSignRestriction attribute) ZeroSignRestriction (class in impulso.identification)