StochasticVolatilitySVARResult.irf#

StochasticVolatilitySVARResult.irf(horizon=20, *, quantiles=(0.16, 0.5, 0.84), cumulative=False)[source]#

Pointwise posterior quantiles of the impulse responses.

Parameters:

  • horizon (int) – Largest lead to return.

  • quantiles (Sequence[float]) – Probability levels, each in (0, 1).

  • cumulative (bool) – Return running sums before taking quantiles.

Return type:

NDArray[double]

Returns:

An array of shape (len(quantiles), horizon + 1, k, k).

Raises:

SpecificationError – If a quantile is outside the open unit interval.