VARResultBase

class impulso.results.VARResultBase(*, idata)

Bases: ImpulsoBaseModel

Base class for VAR post-estimation results.

Subclasses that hold a single named DataArray in idata.posterior_predictive (IRF, FEVD) declare its key via the class-level _PRIMARY_KEY; this drives the shared _guard_no_time_dim check.

Parameters:

idata (InferenceData)

idata

ArviZ InferenceData holding the result draws.

Type:

arviz.data.inference_data.InferenceData

abstractmethod hdi(prob=0.89)

Compute highest density interval.

Parameters:

prob (float) – Probability mass for the HDI. Default 0.89.

Return type:

HDIResult

abstractmethod median()

Compute posterior median of the result.

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].

abstractmethod plot()

Plot the result. Subclasses must implement.

Return type:

Figure

abstractmethod to_dataframe()

Convert result to a tidy DataFrame.

Return type:

DataFrame