Index A | B | C | D | E | F | H | I | L | M | N | O | P | R | S | T | U | V A aic (impulso.results.LagOrderResult attribute) B bic (impulso.results.LagOrderResult attribute) build_priors() (impulso.priors.MinnesotaPrior method) C chains (impulso.samplers.NUTSSampler attribute) Cholesky (class in impulso.identification) cholesky_at() (impulso.protocols.VolatilityProcess method) cholesky_path() (impulso.protocols.VolatilityProcess method) coefficients (impulso.fitted.FittedVAR property) cores (impulso.samplers.NUTSSampler attribute) criteria_table (impulso.results.LagOrderResult attribute) cross_shrinkage (impulso.priors.MinnesotaPrior attribute) D data (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) decay (impulso.priors.MinnesotaPrior attribute) draws (impulso.samplers.NUTSSampler attribute) E endog (impulso.data.VARData attribute) endog_names (impulso.data.VARData attribute) exog (impulso.data.VARData attribute) exog_names (impulso.data.VARData attribute) F fevd() (impulso.identified.IdentifiedVAR method) FEVDResult (class in impulso.results) fit() (impulso.spec.VAR method) FittedVAR (class in impulso.fitted) forecast() (impulso.fitted.FittedVAR method) forecast_cholesky_path() (impulso.protocols.VolatilityProcess method) ForecastResult (class in impulso.results) from_df() (impulso.data.VARData class method) H has_exog (impulso.fitted.FittedVAR property) hdi() (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) HDIResult (class in impulso.results) historical_decomposition() (impulso.identified.IdentifiedVAR method) HistoricalDecompositionResult (class in impulso.results) horizon (impulso.results.FEVDResult attribute) (impulso.results.IRFResult attribute) hq (impulso.results.LagOrderResult attribute) I idata (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR 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.SignRestriction method) (impulso.protocols.IdentificationScheme method) impulse_response() (impulso.identified.IdentifiedVAR method) index (impulso.data.VARData attribute) (impulso.results.VolatilityResult attribute) intercepts (impulso.fitted.FittedVAR property) IRFResult (class in impulso.results) is_time_varying (impulso.protocols.VolatilityProcess attribute) L LagOrderResult (class in impulso.results) lags (impulso.spec.VAR attribute) lower (impulso.results.HDIResult attribute) M max_lags (impulso.spec.VAR attribute) median() (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) MinnesotaPrior (class in impulso.priors) mode (impulso.results.ForecastResult attribute) model_config (impulso.data.VARData attribute) (impulso.fitted.FittedVAR attribute) (impulso.identification.Cholesky attribute) (impulso.identification.SignRestriction attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.priors.MinnesotaPrior attribute) (impulso.results.FEVDResult attribute) (impulso.results.ForecastResult attribute) (impulso.results.HDIResult attribute) (impulso.results.HistoricalDecompositionResult attribute) (impulso.results.IRFResult attribute) (impulso.results.LagOrderResult attribute) (impulso.results.SVForecastResult attribute) (impulso.results.VARResultBase attribute) (impulso.results.VolatilityResult attribute) (impulso.samplers.NUTSSampler attribute) (impulso.spec.VAR attribute) model_post_init() (impulso.identification.SignRestriction method) N n_lags (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) n_rotations (impulso.identification.SignRestriction attribute) nuts_sampler (impulso.samplers.NUTSSampler attribute) nuts_sampler_kwargs (impulso.samplers.NUTSSampler attribute) NUTSSampler (class in impulso.samplers) O ordering (impulso.identification.Cholesky attribute) P plot() (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) 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_sv_forecast() (in module impulso.plotting) plot_volatility() (in module impulso.plotting) Prior (class in impulso.protocols) prior (impulso.spec.VAR attribute) prob (impulso.results.HDIResult attribute) progressbar (impulso.samplers.NUTSSampler attribute) R random_seed (impulso.identification.SignRestriction attribute) (impulso.samplers.NUTSSampler attribute) resolved_prior (impulso.spec.VAR property) resolved_volatility (impulso.spec.VAR property) restrictions (impulso.identification.SignRestriction attribute) S sample() (impulso.samplers.NUTSSampler method) Sampler (class in impulso.protocols) scheme (impulso.identified.IdentifiedVAR 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_coords() (impulso.identification.Cholesky method) (impulso.identification.SignRestriction method) (impulso.protocols.IdentificationScheme method) shock_matrix() (impulso.identified.IdentifiedVAR method) shock_names (impulso.identified.IdentifiedVAR property) sigma() (impulso.fitted.FittedVAR method) SignRestriction (class in impulso.identification) steps (impulso.results.ForecastResult attribute) (impulso.results.SVForecastResult attribute) summary() (impulso.results.LagOrderResult method) SVForecastResult (class in impulso.results) T target_accept (impulso.samplers.NUTSSampler attribute) tightness (impulso.priors.MinnesotaPrior attribute) to_dataframe() (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) tune (impulso.samplers.NUTSSampler attribute) U upper (impulso.results.HDIResult attribute) V VAR (class in impulso.spec) var_names (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.results.FEVDResult attribute) (impulso.results.ForecastResult attribute) (impulso.results.HistoricalDecompositionResult attribute) (impulso.results.IRFResult attribute) VARData (class in impulso.data) VARResultBase (class in impulso.results) volatility (impulso.fitted.FittedVAR attribute) (impulso.identified.IdentifiedVAR attribute) (impulso.spec.VAR attribute) VolatilityProcess (class in impulso.protocols) VolatilityResult (class in impulso.results)