CoefficientInference

cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference

alias of _CoefficientInference

Attributes

coefficients	The estimate these moments describe, in design-column order.
effective_parameters	Parameters the coefficient estimate actually spends.
pvalue	Two-sided normal tail areas.
stderr	Standard deviations, shaped like the coefficients.
tstat	Coefficients over their standard deviations.

Methods

conf_int(*[, alpha])	Symmetric bounds at the given level.
to_matrix()	The full covariance over vec(B).
wald(cells, *, null)	Test that a set of coefficients is jointly zero.
wald_restriction(restriction, *, null)	Test a general set of linear restrictions.