TVARResult.ma_representation#

TVARResult.ma_representation(horizon=20, *, regime)[source]#

Moving-average matrices of one regime, held frozen.

Parameters:

  • horizon (int) – Largest lead to return.

  • regime (Literal['lower', 'upper']) – Which regime’s dynamics to propagate.

Return type:

NDArray[double]

Returns:

An array of shape (horizon + 1, k, k) with Psi_0 = I.

Raises:

SpecificationError – If horizon is negative or the regime name is unknown.