HierarchicalBVARResult.resid

HierarchicalBVARResult.resid: NDArray[float64]

(nobs, k) residuals at the posterior mean.

endog[p:] - fittedvalues: the innovations implied by beta_mean, not a posterior over residuals. Their sample covariance is close to, but not equal to, sigma_u, which also carries the prior scale and the dummy rows.