SVARResult

class cultivars.multivariate.structural.zero_restrictions.SVARResult(*, source, impact, shock_names, scheme, restriction, diagnostics=())

Bases: _SummaryMixin

A point-identified structural view of a fitted reduced-form system.

Carries exactly as many shock columns as the scheme identified: all k under a recursive or long-run ordering, one under a proxy instrument. The surface is the same either way – structural impulse responses, variance shares, the recovered shock series, and each shock’s historical contribution – and every method is computed per identified column, so a partially identified result never reports a number its restrictions do not support.

Variables:

• source – The reduced-form result the identification was applied to.

• impact – (k, s) impact columns; entry [i, j] is variable i’s response on impact to one standard deviation of shock j.

• shock_names – One label per identified shock column.

• scheme – Short name of the identification scheme.

• restriction – The identifying restriction, stated as a sentence.

• diagnostics – Scheme-specific metadata pairs shown in the summary – a proxy’s first-stage strength, for instance.

Private methods

_summary_table()

Build the structured summary.