ConditionalForecastResult.paths#

ConditionalForecastResult.paths: NDArray[float64]#

(S, steps, k) conditional predictive paths.

Each is \(\mu_h + \sum_j \Psi_j P \varepsilon_{T+h-j}\) for one draw of the restricted shocks, so the conditioned cells equal their conditions on every path; under a sampled result each path also uses its own parameter draw. Kept out of the repr.