VECMXResult.coefficients

VECMXResult.coefficients: NDArray[float64]

The (p, k, k) levels autoregressive matrices \(A_i\) the fit implies.

Built from the short-run estimate as \(A_1 = I + \Pi + \Gamma_1\), \(A_i = \Gamma_i - \Gamma_{i-1}\) and \(A_p = -\Gamma_{p-1}\); what the propagation surface reads.