impulso
  • PyPI
/
  • Tutorials
    • Fitting Your First Bayesian VAR
    • The Minnesota Prior, From Scratch
    • Probabilistic Forecasts
    • Structural Shocks in the Atmosphere
    • Identification in structural VARs: Cholesky vs sign restrictions
    • Model Checks and Validation
    • Stochastic volatility: modelling time-varying uncertainty
    • Oil supply news with an external instrument
    • The conjugate VAR: fast Bayesian estimation
    • Estimating a VAR after March 2020
    • Counterfactuals, conditional forecasts, and structural scenarios
  • How-To Guides
    • Preparing Data for VARData
    • Writing a Custom Prior
    • Choosing Lag Order
    • Testing for Stationarity and Cointegration
    • Stationarity Pitfalls in Climate Data
    • Granger Causality and Toda-Yamamoto
    • Prior and Posterior Predictive Checks
    • Using Sign Restrictions
    • Using Long-Run Restrictions
    • Heavy-Tailed Observation Errors
    • Combining Zero and Sign Restrictions
  • Explanation
    • What Is a Bayesian VAR?
    • The Minnesota Prior
    • Structural Identification
  • API Reference
    • Data
      • VARData
    • VAR Specification
      • VAR
      • select_lag_order
    • Stationarity Diagnostics
      • adf_test
      • kpss_test
      • johansen_test
      • integration_order
    • Granger Causality
      • toda_yamamoto
    • Priors
      • MinnesotaPrior
    • Conjugate VAR
      • ConjugateVAR
      • NIWPrior
      • ConjugateVolatility
      • PandemicBreak
    • Volatility Processes
      • Constant
      • StochasticVolatility
    • Observation Errors
      • Gaussian
      • StudentT
    • Samplers
      • NUTSSampler
    • FittedVAR
      • FittedVAR
    • IdentifiedVAR
      • IdentifiedVAR
    • Identification Schemes
      • Cholesky
      • SignRestriction
      • LongRunRestriction
      • ProxySVAR
      • ZeroSignRestriction
    • Scenario Conditions
      • ShockPath
      • VariablePath
    • Results
      • VARResultBase
      • ForecastResult
      • ConditionalForecastResult
      • ScenarioResult
      • DynamicMultiplierResult
      • IRFResult
      • FEVDResult
      • HistoricalDecompositionResult
      • CounterfactualResult
      • HDIResult
      • LagOrderResult
      • StationarityTestResult
      • CointegrationTestResult
      • IntegrationOrderResult
      • GrangerCausalityResult
      • SVForecastResult
      • VolatilityResult
    • Model Evidence
      • ModelEvidence
      • EvidenceComparison
      • compare_evidence
    • Primitives
      • compute_ma_phi
      • lag_matrices
    • Protocols
      • Prior
      • Sampler
      • IdentificationScheme
      • VolatilityProcess
      • ErrorDistribution
    • Plotting
      • plot_forecast
      • plot_conditional_forecast
      • plot_structural_scenario
      • plot_dynamic_multiplier
      • plot_irf
      • plot_fevd
      • plot_historical_decomposition
      • plot_counterfactual
      • plot_volatility
      • plot_sv_forecast
  • References
  1. impulso /
  2. API Reference
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API Reference#

Complete auto-generated reference for all Impulso modules, rendered from the source docstrings by Sphinx autodoc.

  • Data
  • VAR Specification
  • Stationarity Diagnostics
  • Granger Causality
  • Priors
  • Conjugate VAR
  • Volatility Processes
  • Observation Errors
  • Samplers
  • FittedVAR
  • IdentifiedVAR
  • Identification Schemes
  • Scenario Conditions
  • Results
  • Model Evidence
  • Primitives
  • Protocols
  • Plotting
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2026, Thomas Pinder

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