Skip to content

IdentifiedVAR

IdentifiedVAR — structural VAR with identified shocks.

IdentifiedVAR

Bases: BaseModel

Immutable structural VAR with identified shocks.

Attributes:

Name Type Description
idata InferenceData

InferenceData with structural_shock_matrix in posterior.

n_lags int

Lag order.

data VARData

Original VARData.

var_names list[str]

Endogenous variable names.

fevd(horizon=20)

Alias for forecast_error_variance_decomposition.

Parameters:

Name Type Description Default
horizon int

Number of periods.

20

Returns:

Type Description
FEVDResult

FEVDResult.

forecast_error_variance_decomposition(horizon=20)

Compute forecast error variance decomposition.

Parameters:

Name Type Description Default
horizon int

Number of periods.

20

Returns:

Type Description
FEVDResult

FEVDResult with FEVD posterior draws.

historical_decomposition(start=None, end=None, cumulative=False)

Compute historical decomposition of observed series.

Parameters:

Name Type Description Default
start Timestamp | None

Optional start date to restrict decomposition.

None
end Timestamp | None

Optional end date to restrict decomposition.

None
cumulative bool

If True, return cumulative shock contributions.

False

Returns:

Type Description
HistoricalDecompositionResult

HistoricalDecompositionResult.

impulse_response(horizon=20)

Compute structural impulse response functions.

Parameters:

Name Type Description Default
horizon int

Number of periods.

20

Returns:

Type Description
IRFResult

IRFResult with IRF posterior draws.