BVARResult.beta_mean

BVARResult.beta_mean: NDArray[float64]

(w, k) posterior mean coefficient matrix \(\bar B\).

Rows follow the design order – the n_det deterministic rows first, then the lag blocks lag-major, so row n_det + (l - 1) * k + j carries variable j at lag l – and columns index equations, in the order of names. The row labels credible_interval() accepts are "const", "trend", and "{name}.L{lag}", in that same order. It is the mean of beta_draws in the limit, but it is computed exactly, \(\bar B = K^{-1}(\Omega^{-1} B_0 + X^\top Y)\), not averaged.