DynamicMultiplierResult

class impulso.results.DynamicMultiplierResult(*, idata, horizon, var_names, exog_names, cumulative=False)

Bases: VARResultBase

Result from exogenous dynamic-multiplier computation.

Parameters:

• idata (InferenceData)

• horizon (int)

• var_names (list[str])

• exog_names (list[str])

• cumulative (bool)

idata

InferenceData-schema container with dynamic-multiplier draws.

horizon

Highest horizon computed; the result spans 0..horizon.

Type:

int

var_names

Names of the endogenous (response) variables.

Type:

list[str]

exog_names

Names of the exogenous (driver) variables.

Type:

list[str]

cumulative

Whether the draws are cumulative (step-response) multipliers rather than per-horizon impulse multipliers.

Type:

bool

hdi(prob=0.89)

HDI for the dynamic multiplier.

Returns:

HDIResult whose lower / upper DataFrames mirror the shape and labels of median().

Parameters:

prob (float)

Return type:

HDIResult

median()

Posterior median dynamic multiplier.

Returns:

DataFrame indexed by horizon (integer 0..H) with a MultiIndex([‘response’, ‘exog’]) on columns.

Return type:

DataFrame

model_config = {'arbitrary_types_allowed': True, 'frozen': True}

Configuration for the model, should be a dictionary conforming to [ConfigDict][pydantic.config.ConfigDict].

plot()

Plot dynamic multipliers.

Return type:

Figure

to_dataframe()

Convert the dynamic multiplier to a DataFrame (passthrough to median()).

Return type:

DataFrame