ConditionalForecastResult.implied_shocks

ConditionalForecastResult.implied_shocks: NDArray[float64]

(steps, k) minimum-norm standardized shocks \(\varepsilon^\ast\).

In the orthogonalized basis of the impact matrix \(P\), so each entry is in units of that shock’s standard deviation; zero at horizons beyond the last condition. Averaged over draws under a sampled result. Kept out of the repr.