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/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/vector_ar/
H A Dvar_model.py344 endog_lagged = self.endog_lagged
350 endog_lagged_new = np.zeros_like(endog_lagged)
364 endog_lagged_new[:, 0] = endog_lagged[:, 0]
380 endog_lagged=endog_lagged_new,
959 offset = self.endog_lagged[:, : self.k_exog].dot(
962 steps_ = self.endog_lagged.shape[0]
1313 endog_lagged, argument
1326 self.endog_lagged = endog_lagged
1395 return np.dot(self.endog_lagged, self.params)
1487 z = self.endog_lagged
[all …]
H A Dsvar_model.py553 def __init__(self, endog, endog_lagged, params, sigma_u, lag_order, argument
559 self.endog_lagged = endog_lagged