Index _ | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z _ _a_base (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR attribute) _a_free (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR attribute) _alpha (cultivars.spectral.wavelets.WaveletCoherence attribute) _ar (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _assess() (cultivars.bayes.chains.ConvergenceTest class method) _assessments (in module cultivars.engine._internals) _assignment (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR attribute) _at() (cultivars.state_space.linear_gaussian.LinearGaussianSSM static method) _b_base (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR attribute) _b_free (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR attribute) _bai_ng() (cultivars.multivariate.large_dim.dynamic_factor.DFM static method) _bandwidth (cultivars.spectral.periodogram.MultitaperSpectrum attribute) _basis (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) _blocks() (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) _bspline_basis() (cultivars.multivariate.reduced_form.functional.FunctionalVAR method) _budget (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) _build() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFM static method) _burn_for() (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) (cultivars.multivariate.reduced_form.moving_average.VARMA method) _c (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _cause_index (cultivars.spectral.causality.ConditionalSpectralCausality attribute) _chains (in module cultivars.engine._internals) _check() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.DummyInitialObservationPrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.MinnesotaPrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) (cultivars.bayes.priors.SumOfCoefficientsPrior method) _coefficient_stack() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) _coefficients (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) (in module cultivars.engine._internals) _column() (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) _comparison_label() (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) _compiled (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) _component() (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) _component_std() (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) _components() (cultivars.bayes.priors.NoPrior method) (cultivars.bayes.priors.Prior method) (cultivars.multivariate.large_dim.factor_augmented.FAVAR static method) _conditional_mean() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult static method) _containers (in module cultivars.engine._core) _contribution_events (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) _convergence_label() (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (cultivars.univariate.stochastic_volatility.SVPosterior method) _converters (in module cultivars.engine._core) _covariances (in module cultivars.engine._internals) _curves (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _decay (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _default_initial_cov() (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) _defaults (in module cultivars.engine._core) _degree (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _density_losses() (cultivars.forecast.backtest.BacktestResult method) _design() (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) _deterministic_labels() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) _detrend (cultivars.spectral.periodogram.DaniellSpectrum attribute) (cultivars.spectral.periodogram.MultitaperSpectrum attribute) (cultivars.spectral.periodogram.WelchSpectrum attribute) _df (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _diagnostics() (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) _dio (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR attribute) _draw_labels() (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) _draw_scales() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) _draw_states() (cultivars.state_space.nonlinear.NonlinearSSM method) _draws (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) _drift_note() (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) _emitters (in module cultivars.engine._internals) _endog (cultivars.forecast.backtest.Backtest attribute) _engine (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) _engines (in module cultivars.engine._internals) _estimators (in module cultivars.engine._core) _exog_high (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR attribute) _exog_names (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR attribute) _exogenous (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR attribute) _factor (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) _failing (cultivars.bayes.chains.ConvergenceTest attribute) _family() (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) _favar (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR attribute) _filters (in module cultivars.engine._internals) _fit (cultivars.forecast.backtest.Backtest attribute) _fits (in module cultivars.engine._internals) _fixed_cells() (cultivars.multivariate.structural.zero_restrictions.MixedSVAR static method) _fixed_decay (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegel attribute) _flags() (cultivars.bayes.checks.PredictiveCheckTest method) _forecast() (cultivars.forecast.backtest.Backtest method) _forward() (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) _fpca_basis() (cultivars.multivariate.reduced_form.functional.FunctionalVAR method) _from_arma() (cultivars.state_space.linear_gaussian.LinearGaussianSSM class method) _from_chain() (cultivars.univariate.stochastic_volatility.SVPosterior class method) _from_fit() (cultivars.multivariate.large_dim.bayesian.BVARResult class method) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult class method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult class method) (cultivars.multivariate.large_dim.sparse.SparseVARResult class method) (cultivars.multivariate.large_dim.student.StudentBVARResult class method) (cultivars.multivariate.large_dim.volatility.BVARSVResult class method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult class method) (cultivars.multivariate.nonlinear.quantile.QVARResult class method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult class method) (cultivars.multivariate.nonlinear.threshold.TVARResult class method) (cultivars.multivariate.reduced_form.error_correction.VECMResult class method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult class method) (cultivars.multivariate.reduced_form.panel.PanelVARResult class method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult class method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult class method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult class method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult class method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior class method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult class method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult class method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult class method) (cultivars.univariate.autoregression.ARResult class method) (cultivars.univariate.box_jenkins.ARMAResult class method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult class method) (cultivars.univariate.conditional_variance.ARMAGARCHResult class method) (cultivars.univariate.conditional_variance.FIGARCHResult class method) (cultivars.univariate.conditional_variance.GARCHResult class method) (cultivars.univariate.fractional_integration.ARFIMAResult class method) (cultivars.univariate.mean_function.ARNNResult class method) (cultivars.univariate.mean_function.TARNNResult class method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult class method) (cultivars.univariate.smooth_transition.STARResult class method) (cultivars.univariate.stochastic_volatility.SVResult class method) (cultivars.univariate.stochastic_volatility.UCSVPosterior class method) (cultivars.univariate.threshold.SETARResult class method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult class method) _from_gibbs() (cultivars.univariate.stochastic_volatility.SVPosterior class method) _from_nelson_siegel_system() (cultivars.state_space.linear_gaussian.LinearGaussianSSM class method) _from_structural_system() (cultivars.state_space.linear_gaussian.LinearGaussianSSM class method) _gaussian_update() (cultivars.state_space.nonlinear.NonlinearSSM method) _grid (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _high (cultivars.spectral.band_pass.BaxterKingFilter attribute) (cultivars.spectral.band_pass.ChristianoFitzgeraldFilter attribute) _horizon (cultivars.multivariate.large_dim.spillover.Spillover attribute) (cultivars.spectral.filters.HamiltonFilter attribute) _horizon_index() (cultivars.forecast.backtest.BacktestResult method) _horizons (cultivars.forecast.backtest.Backtest attribute) _impact_cells (cultivars.multivariate.structural.zero_restrictions.MixedSVAR attribute) _index() (cultivars.forecast.calibration.CalibrationResult method) (cultivars.spectral.causality.ConditionalSpectralCausalityResult method) (cultivars.spectral.causality.SpectralCausalityResult method) (cultivars.spectral.density.SpectralDensityResult method) (cultivars.spectral.periodogram.SpectrumEstimate method) _index_of() (cultivars.multivariate.nonlinear.quantile.QVARResult method) _inequalities (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) _inferences (in module cultivars.engine._internals) _initial_scales() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) _innovation_block() (cultivars.multivariate.reduced_form.moving_average.VARMA method) _instruments (cultivars.multivariate.structural.external_instruments.ProxySVAR attribute) _intercept (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) _invertibility_ma() (cultivars.univariate.box_jenkins.ARMAResult method) _irf_draws() (cultivars.multivariate.large_dim.bayesian.BVARResult method) _IS_POSTERIOR (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference attribute) _is_protocol (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference attribute) (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification attribute) (cultivars.univariate.mean_function.MeanFunctionEngine attribute) _is_runtime_protocol (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference attribute) (cultivars.univariate.mean_function.MeanFunctionEngine attribute) _jacobian() (cultivars.state_space.nonlinear.NonlinearSSM method) _k (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _kernel_log_score() (cultivars.forecast.scoring.DensityScore method) _kinds (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) _label() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.DummyInitialObservationPrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.IndependentNormalWishartPrior method) (cultivars.bayes.priors.MinnesotaPrior method) (cultivars.bayes.priors.NoPrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.NormalInverseWishartPrior method) (cultivars.bayes.priors.Prior method) (cultivars.bayes.priors.RandomWalkVolatilityPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) (cultivars.bayes.priors.SumOfCoefficientsPrior method) (cultivars.bayes.priors.VolatilityPrior method) (cultivars.diagnostics.hypothesis.ChiSquaredTest method) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest method) (cultivars.diagnostics.hypothesis.WaldTest method) _labels (cultivars.multivariate.reduced_form.closed_global.GVAR attribute) (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR attribute) (cultivars.multivariate.structural.non_gaussian.NonGaussianSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVAR attribute) (cultivars.multivariate.structural.zero_restrictions.MixedSVAR attribute) (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR attribute) _lag_diagnostic() (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) _lag_labels() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) _lag_offset (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) _lag_stack_state_space() (cultivars.state_space.nonlinear.NonlinearSSM class method) _lags (cultivars.spectral.filters.HamiltonFilter attribute) _layouts (in module cultivars.engine._internals) _lead() (cultivars.bayes.priors.PriorContext method) _leads (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) _levels (cultivars.spectral.wavelets.MODWT attribute) (in module cultivars.engine._internals) _likelihood_ratio_obstacle() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) _loaders (in module cultivars.engine._core) _long_cells (cultivars.multivariate.structural.zero_restrictions.MixedSVAR attribute) _long_order() (cultivars.multivariate.reduced_form.moving_average.VARMA method) _losses_a (cultivars.forecast.comparison.ForecastComparison attribute) _losses_b (cultivars.forecast.comparison.ForecastComparison attribute) _low (cultivars.spectral.band_pass.BaxterKingFilter attribute) (cultivars.spectral.band_pass.ChristianoFitzgeraldFilter attribute) _ma_order (cultivars.multivariate.reduced_form.moving_average.VARMA attribute) _mappings (in module cultivars.engine._core) _matrices (in module cultivars.engine._core) _matrix_at() (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) _maturities (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegel attribute) _max_factors (cultivars.multivariate.large_dim.dynamic_factor.DFM attribute) _max_supported_lags() (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) (cultivars.multivariate.reduced_form.moving_average.VARMA method) _mean_ma_params() (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) _mean_notes() (cultivars.univariate.conditional_variance.ARMAGARCHResult method) _means (in module cultivars.engine._internals) _measure() (cultivars.state_space.nonlinear.NonlinearSSM method) _metadata() (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest method) (cultivars.diagnostics.unit_roots.UnitRootTest method) _method_notes() (cultivars.spectral.filters.DecompositionFilterResult method) _midas_lags (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR attribute) _min_cycle (cultivars.spectral.cycles.TurningPoints attribute) _min_phase (cultivars.spectral.cycles.TurningPoints attribute) _minnesota() (cultivars.bayes.priors.IndependentNormalWishartPrior method) (cultivars.bayes.priors.NormalInverseWishartPrior method) _mixins (in module cultivars.engine._internals) _models (in module cultivars.engine._internals) _moments (in module cultivars.engine._internals) _msvar (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVAR attribute) _n_components (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _n_deterministic (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) _n_factors (cultivars.multivariate.large_dim.dynamic_factor.DFM attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) _n_frequencies (cultivars.spectral.causality.ConditionalSpectralCausality attribute) (cultivars.spectral.causality.SpectralCausality attribute) (cultivars.spectral.density.SpectralDensity attribute) _names (cultivars.forecast.backtest.Backtest attribute) (cultivars.forecast.calibration.Calibration attribute) (cultivars.forecast.scoring.DensityScore attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) (cultivars.spectral.periodogram.DaniellSpectrum attribute) (cultivars.spectral.periodogram.MultitaperSpectrum attribute) (cultivars.spectral.periodogram.WelchSpectrum attribute) _nelson_siegel_basis() (cultivars.multivariate.reduced_form.functional.FunctionalVAR method) _notes (in module cultivars.engine._core) _notes() (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest method) (cultivars.univariate.box_jenkins.ARMAResult method) _objectives (in module cultivars.engine._internals) _observed (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) _observed_names (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) _omega0 (cultivars.spectral.wavelets.WaveletCoherence attribute) _order (cultivars.multivariate.large_dim.dynamic_factor.DFM attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) (cultivars.multivariate.nonlinear.time_varying.TVPSVAR attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVAR attribute) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR attribute) (cultivars.spectral.filters.ButterworthFilter attribute) _overid_df (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR attribute) _p (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _panel (cultivars.multivariate.large_dim.dynamic_factor.DFM attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegel attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFM attribute) (cultivars.spectral.periodogram.DaniellSpectrum attribute) (cultivars.spectral.periodogram.MultitaperSpectrum attribute) (cultivars.spectral.periodogram.WelchSpectrum attribute) _panel_names (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) _parameters (in module cultivars.engine._internals) _params (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) _paths (cultivars.forecast.calibration.Calibration attribute) (cultivars.forecast.scoring.DensityScore attribute) _penalized_result() (cultivars.spectral.filters.DecompositionFilterResult class method) _penalty (cultivars.spectral.filters.HodrickPrescottFilter attribute) _per_octave (cultivars.spectral.wavelets.WaveletCoherence attribute) _period (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR attribute) (cultivars.spectral.filters.ButterworthFilter attribute) _periods (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) _perm (cultivars.multivariate.structural.zero_restrictions.LongRunSVAR attribute) (cultivars.multivariate.structural.zero_restrictions.RecursiveSVAR attribute) _persistence (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR attribute) _persistence() (cultivars.bayes.priors.MinnesotaPrior method) _pi0 (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _pivot (cultivars.multivariate.structural.external_instruments.ProxySVAR attribute) _pivot() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) _polynomials (in module cultivars.engine._core) _posteriors (in module cultivars.engine._internals) _predict (cultivars.forecast.backtest.Backtest attribute) _predict() (cultivars.state_space.nonlinear.NonlinearSSM method) _predictive_noise() (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) _predictors (in module cultivars.engine._internals) _prepare() (cultivars.state_space.nonlinear.NonlinearSSM method) _prepare_data() (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) _prior_at() (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR method) _priors (in module cultivars.engine._internals) _projectors (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) _protocols (in module cultivars.engine._core) _pvalue_text() (cultivars.diagnostics.hypothesis.HypothesisTest method) _realized (cultivars.forecast.calibration.Calibration attribute) (cultivars.forecast.scoring.DensityScore attribute) _record() (cultivars.diagnostics.long_memory.LongMemoryEstimate class method) _recursions (in module cultivars.engine._core) _recursive_innovations() (cultivars.multivariate.reduced_form.moving_average.VARMA method) _refuse() (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) _refuse_hooks() (cultivars.state_space.nonlinear.NonlinearSSM method) _regime_covariances() (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR method) _regime_labels (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR attribute) _regime_sigma() (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) _regressor_labels() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) _reparams (in module cultivars.engine._core) _replication_noise() (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) _replication_notes() (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) _repr_fields() (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.unit_roots.UnitRootTest method) _repr_html_() (cultivars.diagnostics.hypothesis.HypothesisTest method) _restricted (cultivars.spectral.causality.ConditionalSpectralCausality attribute) _restriction (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) _result (cultivars.multivariate.large_dim.spillover.Spillover attribute) (cultivars.spectral.causality.ConditionalSpectralCausality attribute) (cultivars.spectral.causality.SpectralCausality attribute) (cultivars.spectral.density.SpectralDensity attribute) (cultivars.spectral.filters.BeveridgeNelsonDecomposition attribute) _results (in module cultivars.engine._internals) _rotations (in module cultivars.engine._core) _row() (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.nonlinearity.BDSTest method) (cultivars.diagnostics.nonlinearity.LinearityTest method) _rts_backward() (cultivars.state_space.nonlinear.NonlinearSSM method) _sample_blocks (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) _samplers (in module cultivars.engine._core) _scale_variance() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) _scales (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (in module cultivars.engine._core) _scheme (cultivars.forecast.backtest.Backtest attribute) _scores (in module cultivars.engine._core) _seed (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR attribute) (cultivars.spectral.wavelets.WaveletCoherence attribute) _seeds() (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) _segment (cultivars.spectral.periodogram.WelchSpectrum attribute) _selections (in module cultivars.engine._internals) _series() (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) _series_index() (cultivars.forecast.backtest.BacktestResult method) _series_names (cultivars.multivariate.large_dim.dynamic_factor.DFM attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFM attribute) _shock (cultivars.multivariate.structural.external_instruments.ProxySVAR attribute) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR attribute) _shock_events (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR attribute) _sigma2 (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _sigma_points() (cultivars.state_space.nonlinear.NonlinearSSM method) _sigma_u (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) _sign_cells (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR attribute) _simulate_forward() (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) _simulation_noise() (cultivars.multivariate.large_dim.student.StudentBVARResult method) _simulators (in module cultivars.engine._internals) _slices (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) _slow (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) _smallest (cultivars.spectral.wavelets.WaveletCoherence attribute) _smoothed_state (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) _smoothed_state_cov (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) _smoother_gain() (cultivars.state_space.nonlinear.NonlinearSSM static method) _smoothers (in module cultivars.engine._internals) _soc (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR attribute) _solutions (in module cultivars.engine._internals) _solvers (in module cultivars.engine._internals) _source (cultivars.multivariate.nonlinear.time_varying.TVPSVAR attribute) _span (cultivars.spectral.periodogram.DaniellSpectrum attribute) _spec_label() (cultivars.univariate.stochastic_volatility.SVPosterior method) _specification() (cultivars.multivariate.nonlinear.quantile.QVARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) _specifications (in module cultivars.engine._internals) _spectra (in module cultivars.engine._core) _stack_of() (cultivars.multivariate.large_dim.bayesian.BVARResult method) _stacked_innovations() (cultivars.multivariate.reduced_form.closed_global.GVAR method) _stage_regression() (cultivars.multivariate.reduced_form.moving_average.VARMA method) _start (cultivars.forecast.backtest.Backtest attribute) _state_space() (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR method) _states (in module cultivars.engine._internals) _stationarity_ar() (cultivars.univariate.box_jenkins.ARMAResult method) _step (cultivars.forecast.backtest.Backtest attribute) _structural (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR attribute) _structurals (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVAR attribute) _substrates (in module cultivars.engine._internals) _summary_table() (cultivars.diagnostics.hypothesis.ChiSquaredTest method) (cultivars.diagnostics.hypothesis.HypothesisTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.long_memory.LongMemoryEstimate method) (cultivars.diagnostics.nonlinearity.BDSTest method) (cultivars.diagnostics.nonlinearity.LinearityTest method) (cultivars.forecast.backtest.BacktestResult method) (cultivars.forecast.calibration.CalibrationResult method) (cultivars.forecast.comparison.ClarkWestTest method) (cultivars.forecast.comparison.EncompassingTest method) (cultivars.forecast.comparison.ForecastComparisonResult method) (cultivars.forecast.comparison.GiacominiWhiteTest method) (cultivars.forecast.comparison.MincerZarnowitzTest method) (cultivars.forecast.conditional.ConditionalForecastResult method) (cultivars.forecast.scoring.DensityScoreResult method) (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.dynamic_factor.DFMResult method) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult method) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.sparse.SparseVARResult method) (cultivars.multivariate.large_dim.spillover.SpilloverResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) (cultivars.multivariate.nonlinear.quantile.QVARResult method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult method) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult method) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) (cultivars.multivariate.structural.zero_restrictions.SVARResult method) (cultivars.spectral.band_pass.BandPassResult method) (cultivars.spectral.causality.ConditionalSpectralCausalityResult method) (cultivars.spectral.causality.SpectralCausalityResult method) (cultivars.spectral.cycles.TurningPointsResult method) (cultivars.spectral.density.SpectralDensityResult method) (cultivars.spectral.filters.DecompositionFilterResult method) (cultivars.spectral.periodogram.SpectrumEstimate method) (cultivars.spectral.wavelets.MODWTResult method) (cultivars.spectral.wavelets.WaveletCoherenceResult method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) _surrogates (cultivars.spectral.wavelets.WaveletCoherence attribute) _systematic_resample() (cultivars.state_space.nonlinear.NonlinearSSM static method) _systems (in module cultivars.engine._internals) _tapers (cultivars.spectral.periodogram.MultitaperSpectrum attribute) _tests (in module cultivars.engine._internals) _title() (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.hypothesis.ChiSquaredTest method) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.hypothesis.WaldTest method) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest method) _tracked() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) _tracked_label() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) _trailing_blocks() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) _trailing_labels() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) _transforms (in module cultivars.engine._core) _transition (cultivars.state_space.regime_switching.MarkovSwitchingSSM attribute) _transition_params() (cultivars.univariate.smooth_transition.STARResult method) _trend (cultivars.multivariate.large_dim.factor_augmented.FAVAR attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVAR attribute) _truncation (cultivars.spectral.band_pass.BaxterKingFilter attribute) _types (in module cultivars.engine._core) _unconstrained (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) _unit_index() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) _unit_names (cultivars.multivariate.reduced_form.closed_global.GVAR attribute) _units (cultivars.multivariate.reduced_form.closed_global.GVAR attribute) _univariate (cultivars.forecast.backtest.Backtest attribute) _unpack() (cultivars.multivariate.reduced_form.moving_average.VARMA method) _unscented_weights() (cultivars.state_space.nonlinear.NonlinearSSM method) _validate_matrix() (cultivars.state_space.linear_gaussian.LinearGaussianSSM static method) _validate_vector() (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) _validators (in module cultivars.engine._core) _variance_label() (cultivars.univariate.conditional_variance.ARMAGARCHResult method) _verdict() (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) _wavelet (cultivars.spectral.wavelets.MODWT attribute) _wavelets (in module cultivars.engine._core) _weight_at() (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.threshold.SETARResult method) _weights (cultivars.multivariate.reduced_form.closed_global.GVAR attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR attribute) _width (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) _window (cultivars.forecast.backtest.Backtest attribute) (cultivars.spectral.cycles.TurningPoints attribute) _window_at() (cultivars.forecast.backtest.Backtest method) _zero_cells (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR attribute) A absolute_error (cultivars.forecast.scoring.DensityScoreResult attribute) acceptance_rate (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult property) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) Activation (in module cultivars.typing) active (cultivars.experimental.spectral.NSSDNSpectralState attribute) active_threshold (cultivars.experimental.spectral.NSSDNSpectralState attribute) adequate() (cultivars.bayes.checks.PredictiveCheckTest method) adf() (in module cultivars.diagnostics.unit_roots) adjusted_differential (cultivars.forecast.comparison.ClarkWestTest attribute) aic (cultivars.experimental.spectral.NSSDNInformationCriteria attribute) (cultivars.experimental.spectral.NSSDNResult property) (cultivars.summary.InformationCriteria attribute) alignment (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) alpha (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) alternative (cultivars.diagnostics.nonlinearity.LinearityTest attribute) amplitude (cultivars.experimental.spectral.NSSDNPenalties attribute) (cultivars.experimental.spectral.NSSDNResult attribute) amplitude_raw (cultivars.experimental.spectral.NSSDNResult attribute) AR (class in cultivars.univariate.autoregression) ar (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) ar_lags (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.FIGARCH property) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GJR property) ar_params (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) arch_test() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) ARFIMA (class in cultivars.univariate.fractional_integration) ARFIMAResult (class in cultivars.univariate.fractional_integration) ARGARCH (class in cultivars.univariate.conditional_variance) ARIMA (class in cultivars.univariate.box_jenkins) ARIMAX (class in cultivars.univariate.box_jenkins) ARMA (class in cultivars.univariate.box_jenkins) ARMAEGARCH (class in cultivars.univariate.conditional_variance) ARMAFIGARCH (class in cultivars.univariate.conditional_variance) ARMAFIGARCHResult (class in cultivars.univariate.conditional_variance) ARMAGARCH (class in cultivars.univariate.conditional_variance) ARMAGARCHResult (class in cultivars.univariate.conditional_variance) ARMAGJR (class in cultivars.univariate.conditional_variance) ARMAResult (class in cultivars.univariate.box_jenkins) ARNN (class in cultivars.univariate.mean_function) ARNNResult (class in cultivars.univariate.mean_function) ARResult (class in cultivars.univariate.autoregression) at_boundary (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult property) attempts (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) autocorrelation() (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) B Backtest (class in cultivars.forecast.backtest) BacktestResult (class in cultivars.forecast.backtest) bai_perron() (in module cultivars.diagnostics.breaks) band() (cultivars.spectral.causality.SpectralCausalityResult method) BandPassResult (class in cultivars.spectral.band_pass) bandwidth (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.spectral.periodogram.SpectrumEstimate attribute) bandwidth_searched (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) basis (cultivars.multivariate.reduced_form.functional.FunctionalVAR property) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) basis_matrix (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) BaxterKingFilter (class in cultivars.spectral.band_pass) bayes_factor_strength() (cultivars.bayes.combination.MarginalLikelihoodSelection method) (cultivars.bayes.evidence.MarginalLikelihoodSelection method) bayesian_model_average() (in module cultivars.bayes.combination) bds() (in module cultivars.diagnostics.nonlinearity) BDSTest (class in cultivars.diagnostics.nonlinearity) berkowitz() (cultivars.forecast.calibration.CalibrationResult method) best (cultivars.forecast.confidence_set.ModelConfidenceSetSelection property) beta (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) beta_draws (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) beta_high (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) beta_low (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) beta_mean (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) BeveridgeNelsonDecomposition (class in cultivars.spectral.filters) bic (cultivars.diagnostics.breaks.MultipleBreakTest attribute) (cultivars.experimental.spectral.NSSDNInformationCriteria attribute) (cultivars.experimental.spectral.NSSDNResult property) (cultivars.summary.InformationCriteria attribute) block_length (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) bounds (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification attribute) break_index (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) break_indices (cultivars.diagnostics.breaks.MultipleBreakTest attribute) BreakTest (class in cultivars.diagnostics.breaks) bridge_sampling() (in module cultivars.bayes.evidence) bse (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) ButterworthFilter (class in cultivars.spectral.filters) BVAR (class in cultivars.multivariate.large_dim.bayesian) BVARResult (class in cultivars.multivariate.large_dim.bayesian) BVARSV (class in cultivars.multivariate.large_dim.volatility) BVARSVResult (class in cultivars.multivariate.large_dim.volatility) C Calibration (class in cultivars.forecast.calibration) CalibrationResult (class in cultivars.forecast.calibration) canova_hansen() (in module cultivars.diagnostics.seasonality) cause (cultivars.spectral.causality.ConditionalSpectralCausalityResult attribute) centroid (cultivars.experimental.spectral.NSSDNSpectralState attribute) ChiSquaredTest (in module cultivars.diagnostics.hypothesis) ChristianoFitzgeraldFilter (class in cultivars.spectral.band_pass) clark_west() (in module cultivars.forecast.comparison) ClarkWestTest (class in cultivars.forecast.comparison) cleaned (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) clear() (cultivars.typing.OptimizerOptions method) coefficient_covariance (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) coefficient_curve() (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) coefficient_mean() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.DummyInitialObservationPrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.IndependentNormalWishartPrior method) (cultivars.bayes.priors.MinnesotaPrior method) (cultivars.bayes.priors.NoPrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.NormalInverseWishartPrior method) (cultivars.bayes.priors.Prior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) (cultivars.bayes.priors.SumOfCoefficientsPrior method) coefficient_path() (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) coefficient_stacks (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) coefficient_variance() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.DummyInitialObservationPrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.IndependentNormalWishartPrior method) (cultivars.bayes.priors.MinnesotaPrior method) (cultivars.bayes.priors.NoPrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.NormalInverseWishartPrior method) (cultivars.bayes.priors.Prior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) (cultivars.bayes.priors.SumOfCoefficientsPrior method) CoefficientInference (in module cultivars.multivariate.reduced_form.vector_autoregression) coefficients (cultivars.forecast.comparison.GiacominiWhiteTest attribute) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) (cultivars.spectral.wavelets.MODWTResult attribute) coefficients() (cultivars.multivariate.nonlinear.quantile.QVARResult method) coefficients_at() (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) coherence (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) coherence() (cultivars.spectral.density.SpectralDensityResult method) (cultivars.spectral.periodogram.SpectrumEstimate method) cointegrating_matrix (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) cointegration_trend (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) CointegrationTrend (in module cultivars.typing) columns (cultivars.experimental.spectral.NSSDNSummaryTable attribute) (cultivars.summary.SummaryTable attribute) common_component (cultivars.multivariate.large_dim.dynamic_factor.DFMResult property) common_component() (cultivars.multivariate.large_dim.factor_augmented.FAVARResult method) communality() (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) companion (cultivars.multivariate.reduced_form.closed_global.GVARResult property) (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) companions (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.nonlinearity.BDSTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) compare() (cultivars.bayes.combination.MarginalLikelihoodSelection method) (cultivars.bayes.evidence.MarginalLikelihoodSelection method) (cultivars.experimental.spectral.NSSDNResult method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) (in module cultivars.bayes.evidence) components (cultivars.experimental.spectral.NSSDNResult property) compute() (cultivars.forecast.calibration.Calibration method) (cultivars.forecast.comparison.ForecastComparison method) (cultivars.forecast.scoring.DensityScore method) (cultivars.multivariate.large_dim.spillover.Spillover method) (cultivars.spectral.causality.ConditionalSpectralCausality method) (cultivars.spectral.causality.SpectralCausality method) (cultivars.spectral.density.SpectralDensity method) (cultivars.spectral.filters.BeveridgeNelsonDecomposition method) (cultivars.spectral.periodogram.DaniellSpectrum method) (cultivars.spectral.periodogram.MultitaperSpectrum method) (cultivars.spectral.periodogram.WelchSpectrum method) (cultivars.spectral.wavelets.WaveletCoherence method) concentration (cultivars.bayes.priors.DirichletLaplacePrior attribute) concordance() (cultivars.spectral.cycles.TurningPointsResult method) (in module cultivars.spectral.cycles) conditional_correlation() (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) conditional_covariance() (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) conditional_forecast() (in module cultivars.forecast.conditional) conditional_means() (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) conditional_variance (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) conditional_volatility (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) ConditionalForecastResult (class in cultivars.forecast.conditional) ConditionalLevels (in module cultivars.multivariate.reduced_form.vector_autoregression) ConditionalSpectralCausality (class in cultivars.spectral.causality) ConditionalSpectralCausalityResult (class in cultivars.spectral.causality) conditioned (cultivars.forecast.conditional.ConditionalForecastResult property) conditions (cultivars.forecast.conditional.ConditionalForecastResult attribute) cone (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) conf_int() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) confidence_interval() (cultivars.diagnostics.long_memory.LongMemoryEstimate method) (cultivars.spectral.periodogram.SpectrumEstimate method) consistency (cultivars.spectral.causality.ConditionalSpectralCausalityResult attribute) const (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) contemporaneous (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) contemporaneous_adjacency() (cultivars.multivariate.large_dim.graphical.GraphicalVARResult method) contraction (cultivars.spectral.cycles.TurningPointsResult attribute) contribution_correlation (cultivars.experimental.spectral.NSSDNSpectralState attribute) converged (cultivars.bayes.chains.ConvergenceTest property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) convergence() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (in module cultivars.bayes.chains) ConvergenceTest (in module cultivars.bayes.chains) copy() (cultivars.typing.OptimizerOptions method) count() (cultivars.experimental.spectral.NSSDNInformationCriteria method) (cultivars.summary.InformationCriteria method) credible_interval() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) criterion (cultivars.diagnostics.breaks.MultipleBreakTest attribute) criterion_values (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) critical_values (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) cross_equation (cultivars.bayes.priors.IndependentNormalWishartPrior attribute) (cultivars.bayes.priors.MinnesotaPrior attribute) crossing_share (cultivars.multivariate.nonlinear.quantile.QVARResult property) crps (cultivars.forecast.scoring.DensityScoreResult attribute) cultivars.bayes module cultivars.bayes.chains module cultivars.bayes.checks module cultivars.bayes.combination module cultivars.bayes.evidence module cultivars.bayes.priors module cultivars.data module cultivars.data.economic module cultivars.diagnostics module cultivars.diagnostics.breaks module cultivars.diagnostics.cointegration module cultivars.diagnostics.hypothesis module cultivars.diagnostics.long_memory module cultivars.diagnostics.nonlinearity module cultivars.diagnostics.seasonality module cultivars.diagnostics.unit_roots module cultivars.engine._core module cultivars.engine._internals module cultivars.exceptions module cultivars.experimental module cultivars.experimental.spectral module cultivars.forecast module cultivars.forecast.backtest module cultivars.forecast.calibration module cultivars.forecast.comparison module cultivars.forecast.conditional module cultivars.forecast.confidence_set module cultivars.forecast.fan module cultivars.forecast.scoring module cultivars.multivariate module cultivars.multivariate.large_dim module cultivars.multivariate.large_dim.bayesian module cultivars.multivariate.large_dim.dynamic_factor module cultivars.multivariate.large_dim.factor_augmented module cultivars.multivariate.large_dim.factor_volatility module cultivars.multivariate.large_dim.gibbs module cultivars.multivariate.large_dim.graphical module cultivars.multivariate.large_dim.hierarchical module cultivars.multivariate.large_dim.sparse module cultivars.multivariate.large_dim.spillover module cultivars.multivariate.large_dim.student module cultivars.multivariate.large_dim.volatility module cultivars.multivariate.nonlinear module cultivars.multivariate.nonlinear.functional_coefficient module cultivars.multivariate.nonlinear.quantile module cultivars.multivariate.nonlinear.smooth_transition module cultivars.multivariate.nonlinear.threshold module cultivars.multivariate.nonlinear.time_varying module cultivars.multivariate.reduced_form module cultivars.multivariate.reduced_form.closed_global module cultivars.multivariate.reduced_form.error_correction module cultivars.multivariate.reduced_form.functional module cultivars.multivariate.reduced_form.mixed_frequency module cultivars.multivariate.reduced_form.moving_average module cultivars.multivariate.reduced_form.panel module cultivars.multivariate.reduced_form.term_structure module cultivars.multivariate.reduced_form.vector_autoregression module cultivars.multivariate.regime_switching module cultivars.multivariate.regime_switching.markov_switching module cultivars.multivariate.structural module cultivars.multivariate.structural.external_instruments module cultivars.multivariate.structural.factor_augmented module cultivars.multivariate.structural.heteroskedacity module cultivars.multivariate.structural.non_gaussian module cultivars.multivariate.structural.perturbation module cultivars.multivariate.structural.set_identification module cultivars.multivariate.structural.sign_restrictions module cultivars.multivariate.structural.stochastic_volatility module cultivars.multivariate.structural.zero_restrictions module cultivars.spectral module cultivars.spectral.band_pass module cultivars.spectral.causality module cultivars.spectral.cycles module cultivars.spectral.density module cultivars.spectral.filters module cultivars.spectral.periodogram module cultivars.spectral.wavelets module cultivars.state_space module cultivars.state_space.linear_gaussian module cultivars.state_space.nonlinear module cultivars.state_space.regime_switching module cultivars.summary module cultivars.typing module cultivars.univariate module cultivars.univariate.autoregression module cultivars.univariate.box_jenkins module cultivars.univariate.conditional_variance module cultivars.univariate.fractional_integration module cultivars.univariate.mean_function module cultivars.univariate.regime_switching module cultivars.univariate.smooth_transition module cultivars.univariate.stochastic_volatility module cultivars.univariate.threshold module cultivars.univariate.unobserved_components module CultivarsError curvature (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) curve() (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) curve_se (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) curves (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) cusum() (in module cultivars.diagnostics.breaks) cutoff (cultivars.spectral.filters.DecompositionFilterResult attribute) cv_errors (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) cycle (cultivars.spectral.band_pass.BandPassResult attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponents property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) cycle_freq (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) cycle_period (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) cycle_rho (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) D d (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) DaniellSpectrum (class in cultivars.spectral.periodogram) data (cultivars.multivariate.structural.perturbation.PerturbationDSGE property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) date() (cultivars.spectral.cycles.TurningPoints method) decay (cultivars.bayes.priors.IndependentNormalWishartPrior attribute) (cultivars.bayes.priors.MinnesotaPrior attribute) (cultivars.bayes.priors.NormalInverseWishartPrior attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) decay_ar (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) decay_fixed (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) decay_mean (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) decay_sd (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) decompose() (cultivars.experimental.spectral.NSSDNResult method) DecompositionFilterResult (class in cultivars.spectral.filters) degenerate (cultivars.bayes.chains.ConvergenceTest property) degrees_of_freedom (cultivars.spectral.periodogram.SpectrumEstimate attribute) (cultivars.spectral.wavelets.MODWTResult attribute) delay (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.mean_function.TARNN property) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.smooth_transition.ESTAR property) (cultivars.univariate.smooth_transition.LSTAR property) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETAR property) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.threshold.TAR property) density (cultivars.spectral.density.SpectralDensityResult attribute) (cultivars.spectral.periodogram.SpectrumEstimate attribute) density_matrix() (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) DensityScore (class in cultivars.forecast.scoring) DensityScoreResult (class in cultivars.forecast.scoring) design (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) details (cultivars.spectral.wavelets.MODWTResult attribute) deterministic (cultivars.diagnostics.cointegration.JohansenRankTest attribute) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) deterministic() (cultivars.multivariate.nonlinear.quantile.QVARResult method) deterministic_scale (cultivars.bayes.priors.DirichletLaplacePrior attribute) (cultivars.bayes.priors.HorseshoePrior attribute) (cultivars.bayes.priors.NormalGammaPrior attribute) (cultivars.bayes.priors.SpikeAndSlabPrior attribute) deterministics (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) detrend (cultivars.spectral.periodogram.SpectrumEstimate attribute) device (cultivars.experimental.spectral.NSSDN property) df (cultivars.diagnostics.hypothesis.ChiSquaredTest attribute) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest attribute) (cultivars.diagnostics.hypothesis.WaldTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.forecast.comparison.GiacominiWhiteTest attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) df_draws (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) df_estimated (cultivars.multivariate.large_dim.student.StudentBVARResult property) df_interval() (cultivars.multivariate.large_dim.student.StudentBVARResult method) dfgls() (in module cultivars.diagnostics.unit_roots) DFM (class in cultivars.multivariate.large_dim.dynamic_factor) DFMResult (class in cultivars.multivariate.large_dim.dynamic_factor) diagnostics (cultivars.multivariate.structural.zero_restrictions.SVARResult attribute) dimension (cultivars.diagnostics.nonlinearity.BDSTest attribute) DimensionError DirichletLaplacePrior (class in cultivars.bayes.priors) disentanglement_score (cultivars.experimental.spectral.NSSDNSpectralState attribute) dispersion (cultivars.experimental.spectral.NSSDNSpectralState attribute) dm_pvalue (cultivars.forecast.comparison.ForecastComparisonResult attribute) dm_statistic (cultivars.forecast.comparison.ForecastComparisonResult attribute) dummy_observations() (cultivars.bayes.priors.DirichletLaplacePrior method) (cultivars.bayes.priors.DummyInitialObservationPrior method) (cultivars.bayes.priors.HorseshoePrior method) (cultivars.bayes.priors.IndependentNormalWishartPrior method) (cultivars.bayes.priors.MinnesotaPrior method) (cultivars.bayes.priors.NoPrior method) (cultivars.bayes.priors.NormalGammaPrior method) (cultivars.bayes.priors.NormalInverseWishartPrior method) (cultivars.bayes.priors.Prior method) (cultivars.bayes.priors.SpikeAndSlabPrior method) (cultivars.bayes.priors.SumOfCoefficientsPrior method) DummyInitialObservationPrior (class in cultivars.bayes.priors) DurbinKoopmanSmootherResult (in module cultivars.state_space.linear_gaussian) DynamicNelsonSiegel (class in cultivars.multivariate.reduced_form.term_structure) DynamicNelsonSiegelResult (class in cultivars.multivariate.reduced_form.term_structure) E effect_names (cultivars.spectral.causality.ConditionalSpectralCausalityResult attribute) effective_amplitude (cultivars.experimental.spectral.NSSDNResult property) effective_count (cultivars.experimental.spectral.NSSDNSpectralState attribute) effective_parameters (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference property) effective_params (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) effective_sample() (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) effective_sample_size (cultivars.state_space.nonlinear.ParticleFilterResult attribute) effects (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) EGARCH (class in cultivars.univariate.conditional_variance) eigenvalues (cultivars.diagnostics.cointegration.JohansenRankTest attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) elimination_order (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) emission (cultivars.experimental.spectral.NSSDNResult attribute) encompassing() (in module cultivars.forecast.comparison) EncompassingTest (class in cultivars.forecast.comparison) endog (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySV property) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.autoregression.AR property) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARIMA property) (cultivars.univariate.box_jenkins.ARIMAX property) (cultivars.univariate.box_jenkins.ARMA property) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.box_jenkins.SARIMA property) (cultivars.univariate.box_jenkins.SARIMAX property) (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.FIGARCH property) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.conditional_variance.GJR property) (cultivars.univariate.fractional_integration.ARFIMA property) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNN property) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNN property) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingAR property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.ESTAR property) (cultivars.univariate.smooth_transition.LSTAR property) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SV property) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.stochastic_volatility.UCSV property) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) (cultivars.univariate.threshold.SETAR property) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.threshold.TAR property) (cultivars.univariate.unobserved_components.UnobservedComponents property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) energy (cultivars.forecast.scoring.DensityScoreResult attribute) engine (cultivars.univariate.mean_function.ARNN property) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNN property) (cultivars.univariate.mean_function.TARNNResult attribute) engine_config (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) entropy (cultivars.experimental.spectral.NSSDNSpectralState attribute) epsilon (cultivars.diagnostics.nonlinearity.BDSTest attribute) equation() (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) equations() (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification method) ergodic_prob (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) error_correction_terms() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) errors (cultivars.forecast.backtest.BacktestResult property) ess_bulk (cultivars.bayes.chains.ConvergenceTest attribute) ess_bulk() (in module cultivars.bayes.chains) ess_floor (cultivars.bayes.chains.ConvergenceTest property) ess_tail (cultivars.bayes.chains.ConvergenceTest attribute) ess_tail() (in module cultivars.bayes.chains) ESTAR (class in cultivars.univariate.smooth_transition) eta (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) exact_local_whittle() (in module cultivars.diagnostics.long_memory) excluded (cultivars.forecast.confidence_set.ModelConfidenceSetSelection property) exog (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.univariate.box_jenkins.ARIMA property) (cultivars.univariate.box_jenkins.ARIMAX property) (cultivars.univariate.box_jenkins.ARMA property) (cultivars.univariate.box_jenkins.SARIMA property) (cultivars.univariate.box_jenkins.SARIMAX property) exog_coefficients (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) exog_dim (cultivars.experimental.spectral.NSSDN property) exog_high (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) exog_lags (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels attribute) exog_names (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) exog_order (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) exogeneity_table() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) exogenous (cultivars.bayes.priors.IndependentNormalWishartPrior attribute) (cultivars.bayes.priors.MinnesotaPrior attribute) (cultivars.bayes.priors.NormalInverseWishartPrior attribute) expected_durations (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) expected_durations() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult method) ExperimentalWarning explained_variance (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) extended_filter() (cultivars.state_space.nonlinear.NonlinearSSM method) extended_smoother() (cultivars.state_space.nonlinear.NonlinearSSM method) extreme() (cultivars.bayes.checks.PredictiveCheckTest method) F factor (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) factor_cov (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) factor_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) factor_irf() (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult method) factor_volatility() (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) FactorAugmentedSVAR (class in cultivars.multivariate.structural.factor_augmented) FactorAugmentedSVARResult (class in cultivars.multivariate.structural.factor_augmented) factors (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult property) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) FactorSV (class in cultivars.multivariate.large_dim.factor_volatility) FactorSVResult (class in cultivars.multivariate.large_dim.factor_volatility) family (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) fan_chart() (in module cultivars.forecast.fan) FAVAR (class in cultivars.multivariate.large_dim.factor_augmented) favar (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult attribute) FAVARResult (class in cultivars.multivariate.large_dim.factor_augmented) fevd() (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) (cultivars.multivariate.structural.zero_restrictions.SVARResult method) FIGARCH (class in cultivars.univariate.conditional_variance) FIGARCHResult (class in cultivars.univariate.conditional_variance) filter (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) filter() (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR method) (cultivars.spectral.band_pass.BaxterKingFilter method) (cultivars.spectral.band_pass.ChristianoFitzgeraldFilter method) (cultivars.spectral.filters.ButterworthFilter method) (cultivars.spectral.filters.HamiltonFilter method) (cultivars.spectral.filters.HodrickPrescottFilter method) (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM method) filter_densities() (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) filtered_prob (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.state_space.regime_switching.HamiltonFilterResult attribute) (cultivars.state_space.regime_switching.KimFilterResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) filtered_state (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) (cultivars.state_space.linear_gaussian.KalmanFilterResult attribute) (cultivars.state_space.nonlinear.ParticleFilterResult attribute) (cultivars.state_space.regime_switching.KimFilterResult attribute) filtered_state_cov (cultivars.state_space.linear_gaussian.KalmanFilterResult attribute) (cultivars.state_space.regime_switching.KimFilterResult attribute) filtered_state_std (cultivars.state_space.nonlinear.ParticleFilterResult attribute) fit() (cultivars.experimental.spectral.NSSDN method) (cultivars.multivariate.large_dim.bayesian.BVAR method) (cultivars.multivariate.large_dim.dynamic_factor.DFM method) (cultivars.multivariate.large_dim.factor_augmented.FAVAR method) (cultivars.multivariate.large_dim.factor_volatility.FactorSV method) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR method) (cultivars.multivariate.large_dim.graphical.GraphicalVAR method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR method) (cultivars.multivariate.large_dim.sparse.SparseVAR method) (cultivars.multivariate.large_dim.student.StudentBVAR method) (cultivars.multivariate.large_dim.volatility.BVARSV method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR method) (cultivars.multivariate.nonlinear.quantile.QVAR method) (cultivars.multivariate.nonlinear.smooth_transition.STVAR method) (cultivars.multivariate.nonlinear.threshold.TVAR method) (cultivars.multivariate.nonlinear.time_varying.TVPVAR method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV method) (cultivars.multivariate.reduced_form.error_correction.VECM method) (cultivars.multivariate.reduced_form.error_correction.VECMX method) (cultivars.multivariate.reduced_form.functional.FunctionalVAR method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) (cultivars.multivariate.reduced_form.moving_average.VARMA method) (cultivars.multivariate.reduced_form.panel.PanelVAR method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegel method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegel method) (cultivars.multivariate.reduced_form.vector_autoregression.VAR method) (cultivars.multivariate.reduced_form.vector_autoregression.VARX method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFM method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR method) (cultivars.multivariate.structural.perturbation.PerturbationDSGE method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySV method) (cultivars.univariate.autoregression.AR method) (cultivars.univariate.box_jenkins.ARIMA method) (cultivars.univariate.box_jenkins.ARIMAX method) (cultivars.univariate.box_jenkins.ARMA method) (cultivars.univariate.box_jenkins.SARIMA method) (cultivars.univariate.box_jenkins.SARIMAX method) (cultivars.univariate.conditional_variance.ARGARCH method) (cultivars.univariate.conditional_variance.ARMAEGARCH method) (cultivars.univariate.conditional_variance.ARMAFIGARCH method) (cultivars.univariate.conditional_variance.ARMAGARCH method) (cultivars.univariate.conditional_variance.ARMAGJR method) (cultivars.univariate.conditional_variance.EGARCH method) (cultivars.univariate.conditional_variance.FIGARCH method) (cultivars.univariate.conditional_variance.GARCH method) (cultivars.univariate.conditional_variance.GJR method) (cultivars.univariate.fractional_integration.ARFIMA method) (cultivars.univariate.mean_function.ARNN method) (cultivars.univariate.mean_function.MeanFunctionEngine method) (cultivars.univariate.mean_function.TARNN method) (cultivars.univariate.regime_switching.MarkovSwitchingAR method) (cultivars.univariate.smooth_transition.ESTAR method) (cultivars.univariate.smooth_transition.LSTAR method) (cultivars.univariate.stochastic_volatility.SV method) (cultivars.univariate.stochastic_volatility.UCSV method) (cultivars.univariate.threshold.SETAR method) (cultivars.univariate.threshold.TAR method) (cultivars.univariate.unobserved_components.UnobservedComponents method) fitted (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) fitted_curves() (cultivars.multivariate.reduced_form.functional.FunctionalVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) fittedvalues (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) flagged (cultivars.bayes.chains.ConvergenceTest property) forecast() (cultivars.bayes.combination.ModelCombinationSelection method) (cultivars.experimental.spectral.NSSDNResult method) (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.dynamic_factor.DFMResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) (cultivars.multivariate.nonlinear.quantile.QVARResult method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) forecast_curves() (cultivars.multivariate.reduced_form.functional.FunctionalVARResult method) forecast_paths() (cultivars.bayes.combination.ModelCombinationSelection method) (cultivars.forecast.conditional.ConditionalForecastResult method) (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) forecast_variance() (cultivars.univariate.stochastic_volatility.SVResult method) ForecastComparison (class in cultivars.forecast.comparison) ForecastComparisonResult (class in cultivars.forecast.comparison) frequencies (cultivars.spectral.causality.ConditionalSpectralCausalityResult attribute) (cultivars.spectral.causality.SpectralCausalityResult attribute) (cultivars.spectral.density.SpectralDensityResult attribute) (cultivars.spectral.periodogram.SpectrumEstimate attribute) frequency (cultivars.experimental.spectral.NSSDNPenalties attribute) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.experimental.spectral.NSSDNSpectralState attribute) Frequency (in module cultivars.typing) from_likelihood() (cultivars.experimental.spectral.NSSDNInformationCriteria class method) (cultivars.summary.InformationCriteria class method) from_others (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) from_result() (cultivars.experimental.spectral.NSSDNSpectralState class method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR class method) fromkeys() (cultivars.typing.OptimizerOptions class method) FTest (in module cultivars.typing) FunctionalBasis (in module cultivars.typing) FunctionalCoefficientVAR (class in cultivars.multivariate.nonlinear.functional_coefficient) FunctionalCoefficientVARResult (class in cultivars.multivariate.nonlinear.functional_coefficient) FunctionalVAR (class in cultivars.multivariate.reduced_form.functional) FunctionalVARResult (class in cultivars.multivariate.reduced_form.functional) G g_ss (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) g_x (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) g_xx (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) gain() (cultivars.spectral.density.SpectralDensityResult method) gamma (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.UCSV property) gamma2_irregular_draws (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) gamma2_trend_draws (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) gamma_fixed (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) gap (cultivars.univariate.stochastic_volatility.UCSVPosterior property) GARCH (class in cultivars.univariate.conditional_variance) GARCHResult (class in cultivars.univariate.conditional_variance) gate (cultivars.experimental.spectral.NSSDNResult attribute) gating (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) generalized_fevd() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) generalized_irf() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) get() (cultivars.typing.OptimizerOptions method) geweke (cultivars.bayes.chains.ConvergenceTest attribute) geweke() (in module cultivars.bayes.chains) giacomini_white() (in module cultivars.forecast.comparison) GiacominiWhiteTest (class in cultivars.forecast.comparison) GibbsBVAR (class in cultivars.multivariate.large_dim.gibbs) GibbsBVARResult (class in cultivars.multivariate.large_dim.gibbs) GJR (class in cultivars.univariate.conditional_variance) gph() (in module cultivars.diagnostics.long_memory) granger_adjacency() (cultivars.multivariate.large_dim.graphical.GraphicalVARResult method) (cultivars.multivariate.large_dim.sparse.SparseVARResult method) granger_causality() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) GraphicalVAR (class in cultivars.multivariate.large_dim.graphical) GraphicalVARResult (class in cultivars.multivariate.large_dim.graphical) grid (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) GVAR (class in cultivars.multivariate.reduced_form.closed_global) GVARResult (class in cultivars.multivariate.reduced_form.closed_global) gw_pvalue (cultivars.forecast.comparison.ForecastComparisonResult attribute) gw_statistic (cultivars.forecast.comparison.ForecastComparisonResult attribute) H h_draws (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) h_factor_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) h_idio_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) h_ss (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) h_x (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) h_xx (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) half_life (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) (cultivars.univariate.stochastic_volatility.SVResult property) HamiltonFilter (class in cultivars.spectral.filters) HamiltonFilterResult (in module cultivars.state_space.regime_switching) hansen_threshold() (in module cultivars.diagnostics.nonlinearity) has_constant_mean (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.FIGARCH property) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GJR property) has_cycle (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) has_leverage (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) has_long_memory (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) heavy_tailed (cultivars.univariate.stochastic_volatility.SV property) hegy() (in module cultivars.diagnostics.seasonality) HeteroskedasticSVAR (class in cultivars.multivariate.structural.heteroskedacity) HierarchicalBVAR (class in cultivars.multivariate.large_dim.hierarchical) HierarchicalBVARResult (class in cultivars.multivariate.large_dim.hierarchical) high (cultivars.spectral.band_pass.BandPassResult attribute) histogram() (cultivars.forecast.calibration.CalibrationResult method) historical_decomposition() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.structural.zero_restrictions.SVARResult method) history (cultivars.experimental.spectral.NSSDNResult attribute) hln_pvalue (cultivars.forecast.comparison.ForecastComparisonResult attribute) hln_statistic (cultivars.forecast.comparison.ForecastComparisonResult attribute) HodrickPrescottFilter (class in cultivars.spectral.filters) horizon (cultivars.forecast.comparison.ClarkWestTest attribute) (cultivars.forecast.comparison.EncompassingTest attribute) (cultivars.forecast.comparison.ForecastComparisonResult attribute) (cultivars.forecast.comparison.GiacominiWhiteTest attribute) (cultivars.forecast.comparison.MincerZarnowitzTest attribute) (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) horizons (cultivars.forecast.backtest.BacktestResult attribute) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) HorseshoePrior (class in cultivars.bayes.priors) hqic (cultivars.experimental.spectral.NSSDNInformationCriteria attribute) (cultivars.experimental.spectral.NSSDNResult property) (cultivars.summary.InformationCriteria attribute) hump_maturity (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) hyper_draws (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) hyper_mode (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) hyper_names (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) hyperparameter_interval() (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) HypothesisTest (in module cultivars.diagnostics.hypothesis) I Identification (class in cultivars.typing) identification_test() (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) identify() (cultivars.multivariate.nonlinear.time_varying.TVPSVAR method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVAR method) (cultivars.multivariate.structural.external_instruments.ProxySVAR method) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR method) (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR method) (cultivars.multivariate.structural.non_gaussian.NonGaussianSVAR method) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR method) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR method) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVAR method) (cultivars.multivariate.structural.zero_restrictions.LongRunSVAR method) (cultivars.multivariate.structural.zero_restrictions.MixedSVAR method) (cultivars.multivariate.structural.zero_restrictions.RecursiveSVAR method) (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR method) (cultivars.typing.Identification method) idiosyncratic (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) idiosyncratic_var (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) idiosyncratic_volatility() (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) impact (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels attribute) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult property) (cultivars.multivariate.structural.zero_restrictions.SVARResult attribute) impact() (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult method) impact_bounds (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult property) impact_draws (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) impacts (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) implied_low_frequency() (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) implied_shocks (cultivars.forecast.conditional.ConditionalForecastResult attribute) impulse_responses() (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult method) include_constant (cultivars.bayes.priors.PriorContext attribute) included (cultivars.forecast.confidence_set.ModelConfidenceSetSelection property) inclusion (cultivars.bayes.priors.SpikeAndSlabPrior attribute) inclusion_probabilities() (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) IndependentNormalWishartPrior (class in cultivars.bayes.priors) index (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) index() (cultivars.experimental.spectral.NSSDNInformationCriteria method) (cultivars.summary.InformationCriteria method) information_criteria (cultivars.experimental.spectral.NSSDNResult property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult property) (cultivars.univariate.autoregression.ARResult property) (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) (cultivars.univariate.mean_function.ARNNResult property) (cultivars.univariate.mean_function.TARNNResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.stochastic_volatility.SVResult property) (cultivars.univariate.threshold.SETARResult property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) InformationCriteria (class in cultivars.summary) initial_prob (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) initial_transition() (cultivars.univariate.regime_switching.MarkovSwitchingAR static method) innovation_covariance (cultivars.multivariate.large_dim.student.StudentBVARResult property) instruments (cultivars.forecast.comparison.GiacominiWhiteTest attribute) integrated() (cultivars.spectral.causality.ConditionalSpectralCausalityResult method) (cultivars.spectral.causality.SpectralCausalityResult method) intercept (cultivars.forecast.comparison.MincerZarnowitzTest attribute) intercepts (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) invertibility (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) invertibility_check() (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) irf() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) (cultivars.multivariate.nonlinear.quantile.QVARResult method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult method) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult method) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult method) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) (cultivars.multivariate.structural.zero_restrictions.SVARResult method) irf_bands() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) irf_curves() (cultivars.multivariate.reduced_form.functional.FunctionalVARResult method) irf_draws() (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) irregular (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) irregular_volatility (cultivars.univariate.stochastic_volatility.UCSVPosterior property) is_additive_gaussian (cultivars.state_space.nonlinear.NonlinearSSM property) is_complete (cultivars.multivariate.structural.zero_restrictions.SVARResult property) is_covariance_stationary (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) is_density (cultivars.forecast.backtest.BacktestResult property) is_effectively_abrupt (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.univariate.smooth_transition.STARResult property) is_invertible (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) is_mean_reverting (cultivars.univariate.fractional_integration.ARFIMAResult property) is_regimewise_stationary (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.threshold.SETARResult property) is_shrunk (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) is_stable (cultivars.multivariate.reduced_form.closed_global.GVARResult property) (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult property) (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution property) is_stationary (cultivars.diagnostics.long_memory.LongMemoryEstimate property) (cultivars.univariate.autoregression.ARResult property) (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) is_structurally_constrained (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) items() (cultivars.typing.OptimizerOptions method) J JohansenRankTest (in module cultivars.diagnostics.cointegration) joint_stderr() (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) K k (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.experimental.spectral.NSSDNSpectralState property) k_cointegrating (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) k_endog (cultivars.bayes.priors.PriorContext attribute) (cultivars.diagnostics.cointegration.JohansenRankTest property) (cultivars.forecast.backtest.BacktestResult property) (cultivars.forecast.conditional.ConditionalForecastResult property) (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.bayesian.BVARResult property) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult property) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult property) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.sparse.SparseVARResult property) (cultivars.multivariate.large_dim.spillover.SpilloverResult property) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.student.StudentBVARResult property) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.large_dim.volatility.BVARSVResult property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult property) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.quantile.QVARResult property) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult property) (cultivars.multivariate.reduced_form.closed_global.GVARResult property) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels property) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult property) (cultivars.multivariate.structural.external_instruments.ProxySVAR property) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR property) (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR property) (cultivars.multivariate.structural.non_gaussian.NonGaussianSVAR property) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR property) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult property) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVAR property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult property) (cultivars.multivariate.structural.zero_restrictions.LongRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.MixedSVAR property) (cultivars.multivariate.structural.zero_restrictions.RecursiveSVAR property) (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.SVARResult property) (cultivars.spectral.causality.SpectralCausalityResult property) (cultivars.spectral.density.SpectralDensityResult property) (cultivars.spectral.periodogram.SpectrumEstimate property) (cultivars.state_space.linear_gaussian.LinearGaussianSSM property) (cultivars.state_space.nonlinear.NonlinearSSM property) (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM property) k_exog (cultivars.bayes.priors.PriorContext attribute) (cultivars.diagnostics.cointegration.JohansenRankTest attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels property) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) (cultivars.univariate.box_jenkins.ARMAResult attribute) k_factors (cultivars.multivariate.reduced_form.functional.FunctionalVARResult property) k_instruments (cultivars.multivariate.structural.external_instruments.ProxySVAR property) k_posdef (cultivars.state_space.linear_gaussian.LinearGaussianSSM property) k_regimes (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM property) k_shocks (cultivars.multivariate.structural.zero_restrictions.SVARResult property) k_states (cultivars.state_space.linear_gaussian.LinearGaussianSSM property) (cultivars.state_space.nonlinear.NonlinearSSM property) (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM property) KalmanFilterResult (in module cultivars.state_space.linear_gaussian) keys() (cultivars.typing.OptimizerOptions method) KimFilterResult (in module cultivars.state_space.regime_switching) KimSmootherResult (in module cultivars.state_space.regime_switching) kind (cultivars.bayes.checks.PredictiveCheckTest attribute) kinds (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) kpss() (in module cultivars.diagnostics.unit_roots) L label_ordering (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) lag_offset (cultivars.bayes.priors.PriorContext property) lag_order_selection() (cultivars.multivariate.large_dim.bayesian.BVAR method) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR method) (cultivars.multivariate.large_dim.graphical.GraphicalVAR method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR method) (cultivars.multivariate.large_dim.sparse.SparseVAR method) (cultivars.multivariate.large_dim.student.StudentBVAR method) (cultivars.multivariate.large_dim.volatility.BVARSV method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR method) (cultivars.multivariate.nonlinear.quantile.QVAR method) (cultivars.multivariate.nonlinear.smooth_transition.STVAR method) (cultivars.multivariate.nonlinear.threshold.TVAR method) (cultivars.multivariate.nonlinear.time_varying.TVPVAR method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV method) (cultivars.multivariate.reduced_form.error_correction.VECM method) (cultivars.multivariate.reduced_form.error_correction.VECMX method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR method) (cultivars.multivariate.reduced_form.moving_average.VARMA method) (cultivars.multivariate.reduced_form.panel.PanelVAR method) (cultivars.multivariate.reduced_form.vector_autoregression.VAR method) (cultivars.multivariate.reduced_form.vector_autoregression.VARX method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR method) lags (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) lam (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) lam_nodes (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) lambda_path (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) latent_cov (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) latent_stderr (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult property) lead() (cultivars.spectral.wavelets.WaveletCoherenceResult method) learning_rate (cultivars.experimental.spectral.NSSDNStage attribute) level (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) level_std (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) levels (cultivars.spectral.wavelets.MODWTResult property) leveraged (cultivars.univariate.stochastic_volatility.SV property) likelihood_ratio_test() (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) LikelihoodRatioTest (in module cultivars.diagnostics.hypothesis) LinearGaussianSSM (in module cultivars.state_space.linear_gaussian) LinearityTest (class in cultivars.diagnostics.nonlinearity) linkage_condition (cultivars.multivariate.reduced_form.closed_global.GVARResult property) llf (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) loading_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) loadings (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult property) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) loadings() (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult method) local_whittle() (in module cultivars.diagnostics.long_memory) log_bayes_factor() (cultivars.bayes.combination.MarginalLikelihoodSelection method) (cultivars.bayes.evidence.MarginalLikelihoodSelection method) log_decay (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) log_decay_mean (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) log_decay_std (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) log_densities() (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) log_marginal_likelihood (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) log_posterior_draws (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) log_prior() (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification method) log_score (cultivars.forecast.scoring.DensityScoreResult attribute) log_value (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) log_variance (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior property) (cultivars.univariate.stochastic_volatility.SVResult attribute) log_variance_std (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) loglik_draws (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) loglikelihood (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.state_space.linear_gaussian.KalmanFilterResult attribute) (cultivars.state_space.nonlinear.ParticleFilterResult attribute) (cultivars.state_space.regime_switching.HamiltonFilterResult attribute) (cultivars.state_space.regime_switching.KimFilterResult attribute) loglikelihood() (cultivars.multivariate.structural.perturbation.PerturbationDSGE method) (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM method) loglikelihood_contributions (cultivars.state_space.linear_gaussian.KalmanFilterResult attribute) (cultivars.state_space.nonlinear.ParticleFilterResult attribute) (cultivars.state_space.regime_switching.HamiltonFilterResult attribute) (cultivars.state_space.regime_switching.KimFilterResult attribute) long_order (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) long_run_impact (cultivars.multivariate.structural.zero_restrictions.SVARResult property) long_run_variance() (in module cultivars.diagnostics.unit_roots) LongMemoryEstimate (class in cultivars.diagnostics.long_memory) LongMemoryMethod (in module cultivars.typing) LongMemorySV (class in cultivars.multivariate.structural.stochastic_volatility) LongMemorySVResult (class in cultivars.multivariate.structural.stochastic_volatility) LongRunSVAR (class in cultivars.multivariate.structural.zero_restrictions) loss (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) loss_location (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) losses() (cultivars.forecast.backtest.BacktestResult method) low (cultivars.spectral.band_pass.BandPassResult attribute) lower_coefficients (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) lower_deterministic (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) lower_params (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETARResult attribute) lower_predictor (cultivars.univariate.mean_function.TARNNResult attribute) lower_sigma_u (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) lower_stability (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.threshold.SETARResult property) lower_tail (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) LSTAR (class in cultivars.univariate.smooth_transition) lwz (cultivars.diagnostics.breaks.MultipleBreakTest attribute) M ma_coefficients (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) ma_lags (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.FIGARCH property) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GJR property) ma_order (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) ma_params (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) ma_representation() (cultivars.multivariate.large_dim.graphical.GraphicalVARResult method) (cultivars.multivariate.large_dim.sparse.SparseVARResult method) (cultivars.multivariate.nonlinear.quantile.QVARResult method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult method) mae (cultivars.forecast.backtest.BacktestResult property) marginal_likelihood() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (in module cultivars.bayes.evidence) MarginalLikelihoodSelection (in module cultivars.bayes.combination) (in module cultivars.bayes.evidence) MarkovSwitchingAR (class in cultivars.univariate.regime_switching) MarkovSwitchingARResult (class in cultivars.univariate.regime_switching) MarkovSwitchingDFM (class in cultivars.multivariate.regime_switching.markov_switching) MarkovSwitchingDFMResult (class in cultivars.multivariate.regime_switching.markov_switching) MarkovSwitchingSSM (in module cultivars.state_space.regime_switching) MarkovSwitchingSVAR (class in cultivars.multivariate.regime_switching.markov_switching) MarkovSwitchingSVARResult (class in cultivars.multivariate.regime_switching.markov_switching) MarkovSwitchingVAR (class in cultivars.multivariate.regime_switching.markov_switching) MarkovSwitchingVARResult (class in cultivars.multivariate.regime_switching.markov_switching) maturities (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegel property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) max_breaks (cultivars.diagnostics.breaks.MultipleBreakTest property) max_eigenvalue_pvalue (cultivars.diagnostics.cointegration.JohansenRankTest attribute) max_eigenvalue_statistic (cultivars.diagnostics.cointegration.JohansenRankTest attribute) mcse (cultivars.bayes.chains.ConvergenceTest attribute) (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) mcse() (in module cultivars.bayes.chains) mean (cultivars.bayes.chains.ConvergenceTest attribute) (cultivars.forecast.conditional.ConditionalForecastResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) Mean (in module cultivars.typing) mean_crps (cultivars.forecast.backtest.BacktestResult property) mean_curve (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) mean_differential (cultivars.forecast.comparison.ForecastComparisonResult attribute) (cultivars.forecast.comparison.GiacominiWhiteTest attribute) mean_draws (cultivars.univariate.stochastic_volatility.SVPosterior attribute) mean_log_score (cultivars.forecast.backtest.BacktestResult property) mean_losses (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) mean_order (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.FIGARCH property) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GJR property) mean_spec (cultivars.multivariate.structural.stochastic_volatility.LongMemorySV property) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.stochastic_volatility.SV property) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) MeanFunctionEngine (class in cultivars.univariate.mean_function) means (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) measure (cultivars.spectral.causality.ConditionalSpectralCausalityResult attribute) (cultivars.spectral.causality.SpectralCausalityResult attribute) measurement_var (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) metadata (cultivars.experimental.spectral.NSSDNSummaryTable attribute) (cultivars.summary.SummaryTable attribute) method (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.combination.ModelCombinationSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.spectral.band_pass.BandPassResult attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) (cultivars.spectral.periodogram.SpectrumEstimate attribute) (cultivars.state_space.nonlinear.ParticleFilterResult attribute) (cultivars.state_space.nonlinear.RtsSmootherResult attribute) (cultivars.univariate.autoregression.AR property) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) Method (in module cultivars.typing) MFVAR (class in cultivars.multivariate.reduced_form.mixed_frequency) MFVARResult (class in cultivars.multivariate.reduced_form.mixed_frequency) midas_coefficients (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) midas_lags (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) midas_weights (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) MIDASVAR (class in cultivars.multivariate.reduced_form.mixed_frequency) MIDASVARResult (class in cultivars.multivariate.reduced_form.mixed_frequency) min_cycle (cultivars.spectral.cycles.TurningPointsResult attribute) min_ess (cultivars.bayes.chains.ConvergenceTest attribute) min_phase (cultivars.spectral.cycles.TurningPointsResult attribute) min_time_dimension (cultivars.multivariate.reduced_form.panel.PanelVARResult property) mincer_zarnowitz() (in module cultivars.forecast.comparison) MincerZarnowitzTest (class in cultivars.forecast.comparison) MinnesotaPrior (class in cultivars.bayes.priors) mix (cultivars.experimental.spectral.NSSDNResult attribute) mixed_frequency_state_space() (cultivars.state_space.linear_gaussian.LinearGaussianSSM class method) MixedSVAR (class in cultivars.multivariate.structural.zero_restrictions) model_confidence_set() (in module cultivars.forecast.confidence_set) ModelCombinationSelection (in module cultivars.bayes.combination) ModelConfidenceSetSelection (in module cultivars.forecast.confidence_set) modesty (cultivars.forecast.conditional.ConditionalForecastResult attribute) modesty_pvalue (cultivars.forecast.conditional.ConditionalForecastResult attribute) modified_harmonic_mean() (in module cultivars.bayes.evidence) module cultivars.bayes cultivars.bayes.chains cultivars.bayes.checks cultivars.bayes.combination cultivars.bayes.evidence cultivars.bayes.priors cultivars.data cultivars.data.economic cultivars.diagnostics cultivars.diagnostics.breaks cultivars.diagnostics.cointegration cultivars.diagnostics.hypothesis cultivars.diagnostics.long_memory cultivars.diagnostics.nonlinearity cultivars.diagnostics.seasonality cultivars.diagnostics.unit_roots cultivars.engine._core cultivars.engine._internals cultivars.exceptions cultivars.experimental cultivars.experimental.spectral cultivars.forecast cultivars.forecast.backtest cultivars.forecast.calibration cultivars.forecast.comparison cultivars.forecast.conditional cultivars.forecast.confidence_set cultivars.forecast.fan cultivars.forecast.scoring cultivars.multivariate cultivars.multivariate.large_dim cultivars.multivariate.large_dim.bayesian cultivars.multivariate.large_dim.dynamic_factor cultivars.multivariate.large_dim.factor_augmented cultivars.multivariate.large_dim.factor_volatility cultivars.multivariate.large_dim.gibbs cultivars.multivariate.large_dim.graphical cultivars.multivariate.large_dim.hierarchical cultivars.multivariate.large_dim.sparse cultivars.multivariate.large_dim.spillover cultivars.multivariate.large_dim.student cultivars.multivariate.large_dim.volatility cultivars.multivariate.nonlinear cultivars.multivariate.nonlinear.functional_coefficient cultivars.multivariate.nonlinear.quantile cultivars.multivariate.nonlinear.smooth_transition cultivars.multivariate.nonlinear.threshold cultivars.multivariate.nonlinear.time_varying cultivars.multivariate.reduced_form cultivars.multivariate.reduced_form.closed_global cultivars.multivariate.reduced_form.error_correction cultivars.multivariate.reduced_form.functional cultivars.multivariate.reduced_form.mixed_frequency cultivars.multivariate.reduced_form.moving_average cultivars.multivariate.reduced_form.panel cultivars.multivariate.reduced_form.term_structure cultivars.multivariate.reduced_form.vector_autoregression cultivars.multivariate.regime_switching cultivars.multivariate.regime_switching.markov_switching cultivars.multivariate.structural cultivars.multivariate.structural.external_instruments cultivars.multivariate.structural.factor_augmented cultivars.multivariate.structural.heteroskedacity cultivars.multivariate.structural.non_gaussian cultivars.multivariate.structural.perturbation cultivars.multivariate.structural.set_identification cultivars.multivariate.structural.sign_restrictions cultivars.multivariate.structural.stochastic_volatility cultivars.multivariate.structural.zero_restrictions cultivars.spectral cultivars.spectral.band_pass cultivars.spectral.causality cultivars.spectral.cycles cultivars.spectral.density cultivars.spectral.filters cultivars.spectral.periodogram cultivars.spectral.wavelets cultivars.state_space cultivars.state_space.linear_gaussian cultivars.state_space.nonlinear cultivars.state_space.regime_switching cultivars.summary cultivars.typing cultivars.univariate cultivars.univariate.autoregression cultivars.univariate.box_jenkins cultivars.univariate.conditional_variance cultivars.univariate.fractional_integration cultivars.univariate.mean_function cultivars.univariate.regime_switching cultivars.univariate.smooth_transition cultivars.univariate.stochastic_volatility cultivars.univariate.threshold cultivars.univariate.unobserved_components MODWT (class in cultivars.spectral.wavelets) MODWTResult (class in cultivars.spectral.wavelets) most_likely_regime (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) mspe_restricted (cultivars.forecast.comparison.ClarkWestTest attribute) mspe_unrestricted (cultivars.forecast.comparison.ClarkWestTest attribute) msvar (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult attribute) mu (cultivars.bayes.priors.VolatilityPrior attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) mu_draws (cultivars.univariate.stochastic_volatility.SVPosterior attribute) mu_factor_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) mu_idio_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) MultipleBreakTest (class in cultivars.diagnostics.breaks) MultitaperSpectrum (class in cultivars.spectral.periodogram) N n_accepted (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult property) n_bootstrap (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) n_breaks (cultivars.diagnostics.breaks.MultipleBreakTest attribute) n_burn (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) n_chains (cultivars.bayes.chains.ConvergenceTest attribute) n_common_trends (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) n_conditions (cultivars.forecast.conditional.ConditionalForecastResult attribute) n_controls (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution property) (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification attribute) n_cycles (cultivars.spectral.cycles.TurningPointsResult property) n_deterministic (cultivars.bayes.priors.PriorContext attribute) n_draws (cultivars.bayes.chains.ConvergenceTest attribute) (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) (cultivars.forecast.backtest.BacktestResult property) (cultivars.forecast.conditional.ConditionalForecastResult property) (cultivars.forecast.scoring.DensityScoreResult attribute) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) n_dummy (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) n_factors (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult property) (cultivars.multivariate.large_dim.factor_volatility.FactorSV property) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult property) n_free (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR property) n_frequencies (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) n_horizons (cultivars.forecast.scoring.DensityScoreResult property) n_iter (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) n_kept (cultivars.multivariate.large_dim.bayesian.BVARResult property) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult property) (cultivars.multivariate.large_dim.student.StudentBVARResult property) (cultivars.multivariate.large_dim.volatility.BVARSVResult property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult property) (cultivars.univariate.stochastic_volatility.SVPosterior property) (cultivars.univariate.stochastic_volatility.UCSVPosterior property) n_learner_parameters (cultivars.univariate.mean_function.ARNNResult property) (cultivars.univariate.mean_function.TARNNResult property) n_lower (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.threshold.SETARResult attribute) n_maturities (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) n_models (cultivars.bayes.combination.ModelCombinationSelection property) n_nonzero (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) n_origins (cultivars.bayes.combination.ModelCombinationSelection attribute) (cultivars.forecast.backtest.BacktestResult property) (cultivars.forecast.calibration.CalibrationResult property) n_params (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGE property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) n_particles (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.state_space.nonlinear.ParticleFilterResult attribute) (cultivars.state_space.nonlinear.ParticleSmootherResult attribute) n_points (cultivars.multivariate.reduced_form.functional.FunctionalVARResult property) n_quantiles (cultivars.multivariate.nonlinear.quantile.QVARResult property) n_regimes (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR property) (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.univariate.regime_switching.MarkovSwitchingAR property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) n_regressors (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) n_replications (cultivars.bayes.checks.PredictiveCheckTest attribute) n_restrictions (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.breaks.MultipleBreakTest attribute) (cultivars.multivariate.structural.zero_restrictions.MixedSVAR property) n_series (cultivars.multivariate.large_dim.dynamic_factor.DFMResult property) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult property) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult property) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult property) (cultivars.spectral.band_pass.BandPassResult property) (cultivars.spectral.filters.DecompositionFilterResult property) n_shocks (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution property) n_states (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution property) (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification attribute) n_units (cultivars.multivariate.reduced_form.closed_global.GVARResult property) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) n_upper (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.threshold.SETARResult attribute) name (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) names (cultivars.bayes.chains.ConvergenceTest attribute) (cultivars.bayes.checks.PredictiveCheckTest attribute) (cultivars.bayes.combination.ModelCombinationSelection attribute) (cultivars.forecast.backtest.BacktestResult attribute) (cultivars.forecast.calibration.CalibrationResult attribute) (cultivars.forecast.conditional.ConditionalForecastResult attribute) (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) (cultivars.forecast.scoring.DensityScoreResult attribute) (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult property) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) (cultivars.multivariate.structural.external_instruments.ProxySVAR property) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR property) (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR property) (cultivars.multivariate.structural.non_gaussian.NonGaussianSVAR property) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR property) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult property) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVAR property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult property) (cultivars.multivariate.structural.zero_restrictions.LongRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.MixedSVAR property) (cultivars.multivariate.structural.zero_restrictions.RecursiveSVAR property) (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.SVARResult property) (cultivars.spectral.causality.SpectralCausalityResult attribute) (cultivars.spectral.density.SpectralDensityResult attribute) (cultivars.spectral.periodogram.SpectrumEstimate attribute) NarrativeSignRestrictedSVAR (class in cultivars.multivariate.structural.sign_restrictions) net (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) net_pairwise (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) ng_perron() (in module cultivars.diagnostics.unit_roots) nobs (cultivars.bayes.checks.PredictiveCheckTest attribute) (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.breaks.MultipleBreakTest attribute) (cultivars.diagnostics.cointegration.JohansenRankTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) (cultivars.diagnostics.nonlinearity.BDSTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.experimental.spectral.NSSDNSpectralState property) (cultivars.forecast.comparison.ClarkWestTest attribute) (cultivars.forecast.comparison.EncompassingTest attribute) (cultivars.forecast.comparison.ForecastComparisonResult attribute) (cultivars.forecast.comparison.GiacominiWhiteTest attribute) (cultivars.forecast.comparison.MincerZarnowitzTest attribute) (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.dynamic_factor.DFMResult property) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.spectral.cycles.TurningPointsResult attribute) (cultivars.spectral.periodogram.SpectrumEstimate attribute) (cultivars.spectral.wavelets.MODWTResult attribute) (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) nobs_total (cultivars.experimental.spectral.NSSDN property) NonGaussianSVAR (class in cultivars.multivariate.structural.non_gaussian) nonlinear_state_space() (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.threshold.SETARResult method) NonlinearSSM (in module cultivars.state_space.nonlinear) NoPrior (in module cultivars.bayes.priors) NormalGammaPrior (class in cultivars.bayes.priors) NormalInverseWishartPrior (class in cultivars.bayes.priors) normality_test() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) normalized_alpha() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) normalized_beta() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) notes (cultivars.bayes.checks.PredictiveCheckTest attribute) (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.combination.ModelCombinationSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) (cultivars.experimental.spectral.NSSDNSummaryTable attribute) (cultivars.summary.SummaryTable attribute) nowcast() (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) NSSDN (class in cultivars.experimental.spectral) NSSDNAlignment (in module cultivars.experimental.spectral) NSSDNDimensionError (in module cultivars.experimental.spectral) NSSDNError NSSDNInformationCriteria (in module cultivars.experimental.spectral) NSSDNNumericalError (in module cultivars.experimental.spectral) NSSDNObjective (in module cultivars.experimental.spectral) NSSDNPenalties (in module cultivars.experimental.spectral) NSSDNResult (class in cultivars.experimental.spectral) NSSDNScaling (in module cultivars.experimental.spectral) NSSDNSpecificationError (in module cultivars.experimental.spectral) NSSDNSpectralState (in module cultivars.experimental.spectral) NSSDNStage (in module cultivars.experimental.spectral) NSSDNSummaryTable (in module cultivars.experimental.spectral) NSSDNTransition (in module cultivars.experimental.spectral) nu (cultivars.univariate.stochastic_volatility.SVResult attribute) nu_draws (cultivars.univariate.stochastic_volatility.SVPosterior attribute) null (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.hypothesis.WaldTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) null_d (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) NumericalError O objective (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) observation() (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification method) observed (cultivars.bayes.checks.PredictiveCheckTest attribute) (cultivars.experimental.spectral.NSSDNResult property) (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.bayesian.BVARResult property) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult property) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.student.StudentBVARResult property) (cultivars.multivariate.large_dim.volatility.BVARSVResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.univariate.stochastic_volatility.SV property) (cultivars.univariate.stochastic_volatility.SVPosterior property) observed_fraction (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult property) offset (cultivars.spectral.band_pass.BandPassResult attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) omega (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) omega0 (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) OptimizerMethod (in module cultivars.typing) OptimizerOptions (in module cultivars.typing) order (cultivars.bayes.priors.PriorContext attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels property) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGE property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.univariate.autoregression.AR property) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARIMA property) (cultivars.univariate.box_jenkins.ARIMAX property) (cultivars.univariate.box_jenkins.ARMA property) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.box_jenkins.SARIMA property) (cultivars.univariate.box_jenkins.SARIMAX property) (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GARCHResult property) (cultivars.univariate.conditional_variance.GJR property) (cultivars.univariate.fractional_integration.ARFIMA property) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNN property) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNN property) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingAR property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.ESTAR property) (cultivars.univariate.smooth_transition.LSTAR property) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETAR property) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.threshold.TAR property) ordered_frequency (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) ordering (cultivars.multivariate.structural.zero_restrictions.LongRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.RecursiveSVAR property) origins (cultivars.forecast.backtest.Backtest property) (cultivars.forecast.backtest.BacktestResult attribute) oscillation (cultivars.experimental.spectral.NSSDNResult property) outlier_dates() (cultivars.multivariate.large_dim.student.StudentBVARResult method) overidentifying_restrictions (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR property) P pair() (cultivars.spectral.causality.ConditionalSpectralCausalityResult method) (cultivars.spectral.causality.SpectralCausalityResult method) panel (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.large_dim.factor_volatility.FactorSV property) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegel property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) panel_names (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult property) PanelEffects (in module cultivars.typing) PanelVAR (class in cultivars.multivariate.reduced_form.panel) PanelVARResult (class in cultivars.multivariate.reduced_form.panel) parameter_names (cultivars.multivariate.structural.perturbation.PerturbationDSGE property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification attribute) parameter_uncertainty (cultivars.forecast.conditional.ConditionalForecastResult attribute) parameters_per_observation (cultivars.univariate.mean_function.ARNNResult property) (cultivars.univariate.mean_function.TARNNResult property) params (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult property) (cultivars.univariate.autoregression.ARResult property) (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.stochastic_volatility.SVPosterior property) (cultivars.univariate.stochastic_volatility.UCSVPosterior property) (cultivars.univariate.threshold.SETARResult property) partial_coherence() (cultivars.spectral.density.SpectralDensityResult method) partial_correlations (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) participation_ratio (cultivars.experimental.spectral.NSSDNSpectralState attribute) particle_filter() (cultivars.state_space.nonlinear.NonlinearSSM method) particle_smoother() (cultivars.state_space.nonlinear.NonlinearSSM method) ParticleFilterResult (in module cultivars.state_space.nonlinear) ParticleSmootherResult (in module cultivars.state_space.nonlinear) partitions (cultivars.diagnostics.breaks.MultipleBreakTest attribute) path (cultivars.diagnostics.breaks.BreakTest attribute) paths (cultivars.forecast.backtest.BacktestResult attribute) (cultivars.forecast.conditional.ConditionalForecastResult attribute) peaks (cultivars.spectral.cycles.TurningPointsResult attribute) penalties (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNStage attribute) penalty (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) Penalty (in module cultivars.typing) period (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.experimental.spectral.NSSDNResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) periods (cultivars.spectral.wavelets.MODWTResult property) (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) periods() (cultivars.spectral.density.SpectralDensityResult method) (cultivars.spectral.periodogram.SpectrumEstimate method) persistence (cultivars.bayes.priors.IndependentNormalWishartPrior attribute) (cultivars.bayes.priors.MinnesotaPrior attribute) (cultivars.bayes.priors.NormalInverseWishartPrior attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) PerturbationDSGE (class in cultivars.multivariate.structural.perturbation) PerturbationDSGEPosterior (in module cultivars.multivariate.structural.perturbation) PerturbationDSGEResult (class in cultivars.multivariate.structural.perturbation) PerturbationDSGESolution (in module cultivars.multivariate.structural.perturbation) PerturbationModelSpecification (in module cultivars.multivariate.structural.perturbation) phase (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) phase() (cultivars.spectral.density.SpectralDensityResult method) phase_curvature (cultivars.experimental.spectral.NSSDNPenalties attribute) phase_offset (cultivars.experimental.spectral.NSSDNResult attribute) phases (cultivars.spectral.cycles.TurningPointsResult attribute) phi (cultivars.bayes.priors.VolatilityPrior attribute) (cultivars.multivariate.reduced_form.vector_autoregression.ConditionalLevels attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) phi_draws (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) phi_factor_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) phi_idio_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) phi_mean (cultivars.bayes.priors.VolatilityPrior property) phillips_perron() (in module cultivars.diagnostics.unit_roots) pinball_loss() (in module cultivars.forecast.scoring) pit (cultivars.forecast.calibration.CalibrationResult attribute) point (cultivars.forecast.backtest.BacktestResult attribute) pop() (cultivars.typing.OptimizerOptions method) popitem() (cultivars.typing.OptimizerOptions method) portmanteau_test() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) positive_frequency (cultivars.experimental.spectral.NSSDN property) posterior (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) posterior_df (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) posterior_predictive_check() (in module cultivars.bayes.checks) posterior_replications() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) power_share (cultivars.experimental.spectral.NSSDNResult property) precision (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) predict() (cultivars.experimental.spectral.NSSDNResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) predicted_prob (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.state_space.regime_switching.HamiltonFilterResult attribute) (cultivars.state_space.regime_switching.KimFilterResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) predicted_state (cultivars.state_space.linear_gaussian.KalmanFilterResult attribute) predicted_state_cov (cultivars.state_space.linear_gaussian.KalmanFilterResult attribute) PredictiveCheckTest (class in cultivars.bayes.checks) predictor (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) presample_mean (cultivars.bayes.priors.PriorContext attribute) prior (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) Prior (in module cultivars.bayes.priors) prior_label (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) prior_predictive_check() (in module cultivars.bayes.checks) prior_replications() (cultivars.multivariate.large_dim.bayesian.BVAR method) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR method) (cultivars.multivariate.large_dim.student.StudentBVAR method) (cultivars.univariate.stochastic_volatility.SV method) PriorContext (in module cultivars.bayes.priors) probabilities() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) ProbabilityType (in module cultivars.typing) projected_curves() (cultivars.multivariate.reduced_form.functional.FunctionalVARResult method) provisional (cultivars.spectral.filters.DecompositionFilterResult attribute) ProxySVAR (class in cultivars.multivariate.structural.external_instruments) pseudo_r_squared() (cultivars.multivariate.nonlinear.quantile.QVARResult method) pvalue (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.ChiSquaredTest attribute) (cultivars.diagnostics.hypothesis.HypothesisTest attribute) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.hypothesis.WaldTest attribute) (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) (cultivars.diagnostics.nonlinearity.BDSTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) (cultivars.forecast.comparison.ClarkWestTest attribute) (cultivars.forecast.comparison.EncompassingTest attribute) (cultivars.forecast.comparison.GiacominiWhiteTest attribute) (cultivars.forecast.comparison.MincerZarnowitzTest attribute) (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference property) pvalue() (cultivars.bayes.checks.PredictiveCheckTest method) (cultivars.forecast.confidence_set.ModelConfidenceSetSelection method) pvalues (cultivars.bayes.checks.PredictiveCheckTest property) (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) Q q_draws (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) quantile() (cultivars.forecast.backtest.BacktestResult method) quantile_path() (cultivars.multivariate.nonlinear.quantile.QVARResult method) quantiles (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) quantiles() (cultivars.forecast.conditional.ConditionalForecastResult method) quasi_state_space (cultivars.univariate.stochastic_volatility.SVResult property) quasi_state_space() (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) QVAR (class in cultivars.multivariate.nonlinear.quantile) QVARResult (class in cultivars.multivariate.nonlinear.quantile) R r2 (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) r_squared (cultivars.experimental.spectral.NSSDNResult property) (cultivars.forecast.comparison.MincerZarnowitzTest attribute) (cultivars.univariate.mean_function.ARNNResult property) (cultivars.univariate.mean_function.TARNNResult property) r_squared() (cultivars.multivariate.large_dim.dynamic_factor.DFMResult method) ramsey_reset() (in module cultivars.diagnostics.nonlinearity) RandomWalkVolatilityPrior (in module cultivars.bayes.priors) rank (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) rank_test() (cultivars.multivariate.reduced_form.error_correction.VECM method) (cultivars.multivariate.reduced_form.error_correction.VECMX method) ranks (cultivars.diagnostics.cointegration.JohansenRankTest property) realized (cultivars.forecast.backtest.BacktestResult attribute) recession_probabilities() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult method) reconstruction_resid (cultivars.experimental.spectral.NSSDNResult property) reconstruction_rmse (cultivars.multivariate.reduced_form.functional.FunctionalVARResult property) record() (cultivars.forecast.backtest.BacktestResult method) RecursiveSVAR (class in cultivars.multivariate.structural.zero_restrictions) refined (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) Regime (in module cultivars.typing) regime() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) regime_labels (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR property) regime_shares (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) regime_stability() (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) regime_state (cultivars.state_space.regime_switching.KimFilterResult attribute) regime_table() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) regime_transition (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM property) regime_uncertainty (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) regime_weight (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.univariate.mean_function.TARNNResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.threshold.SETARResult property) regimes (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) RegimeSwitchingLinearSSM (in module cultivars.state_space.regime_switching) RegimeSystemResult (in module cultivars.multivariate.regime_switching.markov_switching) reject() (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.hypothesis.ChiSquaredTest method) (cultivars.diagnostics.hypothesis.HypothesisTest method) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.hypothesis.WaldTest method) (cultivars.diagnostics.long_memory.LongMemoryEstimate method) (cultivars.diagnostics.nonlinearity.BDSTest method) (cultivars.diagnostics.nonlinearity.LinearityTest method) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest method) (cultivars.diagnostics.unit_roots.UnitRootTest method) (cultivars.forecast.comparison.ClarkWestTest method) (cultivars.forecast.comparison.EncompassingTest method) (cultivars.forecast.comparison.GiacominiWhiteTest method) (cultivars.forecast.comparison.MincerZarnowitzTest method) relabel_rate (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) replicated (cultivars.bayes.checks.PredictiveCheckTest attribute) replicated_quantiles() (cultivars.bayes.checks.PredictiveCheckTest method) replication_check() (in module cultivars.bayes.checks) requested (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) resid (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) residual_diagnostics() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) Residuals (in module cultivars.typing) restriction (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.multivariate.structural.zero_restrictions.SVARResult attribute) results (cultivars.bayes.combination.ModelCombinationSelection attribute) rhat (cultivars.bayes.chains.ConvergenceTest attribute) rhat() (in module cultivars.bayes.chains) rhat_tol (cultivars.bayes.chains.ConvergenceTest attribute) rho (cultivars.univariate.stochastic_volatility.SVResult attribute) rho_draws (cultivars.univariate.stochastic_volatility.SVPosterior attribute) rmse (cultivars.forecast.backtest.BacktestResult property) rows (cultivars.experimental.spectral.NSSDNSummaryTable attribute) (cultivars.summary.SummaryTable attribute) RtsSmootherResult (in module cultivars.state_space.nonlinear) run() (cultivars.forecast.backtest.Backtest method) S sample() (cultivars.multivariate.structural.perturbation.PerturbationDSGE method) (cultivars.univariate.stochastic_volatility.SV method) SARIMA (class in cultivars.univariate.box_jenkins) SARIMAX (class in cultivars.univariate.box_jenkins) scale (cultivars.experimental.spectral.NSSDNResult attribute) scales (cultivars.bayes.priors.PriorContext attribute) (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.spectral.wavelets.MODWTResult property) (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) scaling (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.spectral.wavelets.MODWTResult attribute) schedule (cultivars.experimental.spectral.NSSDN property) scheme (cultivars.forecast.backtest.BacktestResult attribute) (cultivars.multivariate.structural.zero_restrictions.SVARResult attribute) scores (cultivars.bayes.combination.ModelCombinationSelection attribute) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult attribute) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult attribute) sd (cultivars.bayes.chains.ConvergenceTest attribute) se (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) searched_delay (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.threshold.SETARResult attribute) seasonal (cultivars.univariate.unobserved_components.UnobservedComponents property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) seasonal_ar_params (cultivars.univariate.box_jenkins.ARMAResult attribute) seasonal_ma_params (cultivars.univariate.box_jenkins.ARMAResult attribute) seasonal_order (cultivars.univariate.box_jenkins.ARIMA property) (cultivars.univariate.box_jenkins.ARIMAX property) (cultivars.univariate.box_jenkins.ARMA property) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.box_jenkins.SARIMA property) (cultivars.univariate.box_jenkins.SARIMAX property) seasonal_period (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) SeasonalUnitRootTest (class in cultivars.diagnostics.seasonality) seed (cultivars.experimental.spectral.NSSDN property) selected_rank() (cultivars.diagnostics.cointegration.JohansenRankTest method) self_exciting (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.mean_function.TARNN property) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.threshold.SETAR property) (cultivars.univariate.threshold.SETARResult attribute) (cultivars.univariate.threshold.TAR property) sequential (cultivars.diagnostics.breaks.MultipleBreakTest attribute) series_names (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) (cultivars.multivariate.large_dim.factor_volatility.FactorSV property) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) SETAR (class in cultivars.univariate.threshold) SETARResult (class in cultivars.univariate.threshold) setdefault() (cultivars.typing.OptimizerOptions method) SetIdentifiedSVAR (class in cultivars.multivariate.structural.set_identification) SetIdentifiedSVARResult (class in cultivars.multivariate.structural.set_identification) shape (cultivars.bayes.priors.NormalGammaPrior attribute) share_a (cultivars.forecast.comparison.GiacominiWhiteTest attribute) shock (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) shock_loading() (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification method) shock_names (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult property) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVAR property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.multivariate.structural.zero_restrictions.SVARResult attribute) short_memory (cultivars.multivariate.structural.stochastic_volatility.LongMemorySV property) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) short_run_deterministic (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) ShortRunSVAR (class in cultivars.multivariate.structural.zero_restrictions) shrinkage (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) shrinkage_label (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) shrinkage_scales() (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) sigma2 (cultivars.bayes.priors.VolatilityPrior attribute) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult attribute) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) (cultivars.univariate.mean_function.ARNNResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.stochastic_volatility.SVResult attribute) (cultivars.univariate.threshold.SETARResult attribute) sigma2_cycle (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) sigma2_draws (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) sigma2_factor_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) sigma2_idio_draws (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) sigma2_irregular (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) sigma2_level (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) sigma2_mean (cultivars.bayes.priors.VolatilityPrior property) sigma2_seasonal (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) sigma2_slope (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) sigma_draws (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) sigma_ml (cultivars.multivariate.reduced_form.closed_global.GVARResult property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) sigma_u (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) sigma_v (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) signal (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) significance (cultivars.spectral.wavelets.WaveletCoherenceResult attribute) significant() (cultivars.spectral.wavelets.WaveletCoherenceResult method) SignRestrictedSVAR (class in cultivars.multivariate.structural.sign_restrictions) SignRestrictedSVARResult (class in cultivars.multivariate.structural.sign_restrictions) simulate() (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult method) (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) simulate_regimes() (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) simulation_smoother() (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) simulations (cultivars.diagnostics.cointegration.JohansenRankTest attribute) slab (cultivars.bayes.priors.SpikeAndSlabPrior attribute) slope (cultivars.forecast.comparison.MincerZarnowitzTest attribute) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) slopes (cultivars.multivariate.reduced_form.panel.PanelVARResult property) small_sample (cultivars.diagnostics.cointegration.JohansenRankTest attribute) smooth (cultivars.spectral.wavelets.MODWTResult attribute) smooth() (cultivars.multivariate.reduced_form.mixed_frequency.MFVAR method) (cultivars.state_space.linear_gaussian.LinearGaussianSSM method) (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) (cultivars.state_space.regime_switching.RegimeSwitchingLinearSSM method) smooth_densities() (cultivars.state_space.regime_switching.MarkovSwitchingSSM method) smoothed_joint_prob (cultivars.state_space.regime_switching.KimSmootherResult attribute) smoothed_prob (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.state_space.regime_switching.KimSmootherResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) smoothed_state (cultivars.state_space.linear_gaussian.DurbinKoopmanSmootherResult attribute) (cultivars.state_space.nonlinear.ParticleSmootherResult attribute) (cultivars.state_space.nonlinear.RtsSmootherResult attribute) smoothed_state_cov (cultivars.state_space.linear_gaussian.DurbinKoopmanSmootherResult attribute) (cultivars.state_space.nonlinear.RtsSmootherResult attribute) smoothed_state_std (cultivars.state_space.nonlinear.ParticleSmootherResult attribute) solution (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) solve() (cultivars.multivariate.reduced_form.closed_global.GVAR method) (cultivars.multivariate.structural.perturbation.PerturbationDSGE method) source (cultivars.bayes.chains.ConvergenceTest attribute) (cultivars.bayes.checks.PredictiveCheckTest attribute) (cultivars.bayes.combination.MarginalLikelihoodSelection attribute) (cultivars.bayes.evidence.MarginalLikelihoodSelection attribute) (cultivars.forecast.conditional.ConditionalForecastResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult attribute) (cultivars.multivariate.structural.external_instruments.ProxySVAR property) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVAR property) (cultivars.multivariate.structural.heteroskedacity.HeteroskedasticSVAR property) (cultivars.multivariate.structural.non_gaussian.NonGaussianSVAR property) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVAR property) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult attribute) (cultivars.multivariate.structural.sign_restrictions.NarrativeSignRestrictedSVAR property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVAR property) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVAR property) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.multivariate.structural.zero_restrictions.LongRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.MixedSVAR property) (cultivars.multivariate.structural.zero_restrictions.RecursiveSVAR property) (cultivars.multivariate.structural.zero_restrictions.ShortRunSVAR property) (cultivars.multivariate.structural.zero_restrictions.SVARResult attribute) SparseVAR (class in cultivars.multivariate.large_dim.sparse) SparseVARResult (class in cultivars.multivariate.large_dim.sparse) sparsity (cultivars.experimental.spectral.NSSDNPenalties attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult property) (cultivars.multivariate.large_dim.sparse.SparseVARResult property) specification (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) SpecificationError spectral_state() (cultivars.experimental.spectral.NSSDNResult method) SpectralCausality (class in cultivars.spectral.causality) SpectralCausalityResult (class in cultivars.spectral.causality) SpectralDensity (class in cultivars.spectral.density) SpectralDensityResult (class in cultivars.spectral.density) spectrum (cultivars.experimental.spectral.NSSDNPenalties attribute) spectrum() (cultivars.spectral.density.SpectralDensityResult method) (cultivars.spectral.periodogram.SpectrumEstimate method) SpectrumEstimate (class in cultivars.spectral.periodogram) spike (cultivars.bayes.priors.SpikeAndSlabPrior attribute) SpikeAndSlabPrior (class in cultivars.bayes.priors) Spillover (class in cultivars.multivariate.large_dim.spillover) SpilloverResult (class in cultivars.multivariate.large_dim.spillover) squared_error (cultivars.forecast.scoring.DensityScoreResult attribute) ssr (cultivars.diagnostics.breaks.MultipleBreakTest attribute) (cultivars.univariate.mean_function.ARNNResult property) (cultivars.univariate.mean_function.TARNNResult property) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETARResult attribute) stability (cultivars.univariate.autoregression.ARResult property) (cultivars.univariate.box_jenkins.ARMAResult property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.fractional_integration.ARFIMAResult property) stability_check() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult method) stability_curve() (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) stability_path() (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) stability_profile() (cultivars.multivariate.nonlinear.quantile.QVARResult method) StabilityWarning stable_share (cultivars.multivariate.large_dim.bayesian.BVARResult property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult property) (cultivars.multivariate.large_dim.student.StudentBVARResult property) (cultivars.multivariate.large_dim.volatility.BVARSVResult property) stacking() (in module cultivars.bayes.combination) standardized_resid (cultivars.univariate.conditional_variance.ARMAFIGARCHResult property) (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.FIGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) STARResult (class in cultivars.univariate.smooth_transition) state (cultivars.experimental.spectral.NSSDNResult attribute) state_cov (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) state_dim (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) state_innovation_cov (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult attribute) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult attribute) state_name (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) state_range (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult property) state_space (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult property) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior property) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) (cultivars.univariate.stochastic_volatility.SVPosterior property) (cultivars.univariate.stochastic_volatility.SVResult property) (cultivars.univariate.stochastic_volatility.UCSVPosterior property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult property) state_space() (cultivars.multivariate.structural.perturbation.PerturbationDSGE method) state_values (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) stationary_covariance() (cultivars.state_space.linear_gaussian.LinearGaussianSSM class method) statistic (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.hypothesis.ChiSquaredTest attribute) (cultivars.diagnostics.hypothesis.HypothesisTest attribute) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest attribute) (cultivars.diagnostics.hypothesis.TabulatedTest attribute) (cultivars.diagnostics.hypothesis.WaldTest attribute) (cultivars.diagnostics.long_memory.LongMemoryEstimate attribute) (cultivars.diagnostics.nonlinearity.BDSTest attribute) (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) (cultivars.forecast.comparison.ClarkWestTest attribute) (cultivars.forecast.comparison.EncompassingTest attribute) (cultivars.forecast.comparison.GiacominiWhiteTest attribute) (cultivars.forecast.comparison.MincerZarnowitzTest attribute) (cultivars.forecast.confidence_set.ModelConfidenceSetSelection attribute) statistics (cultivars.bayes.checks.PredictiveCheckTest attribute) stderr (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference property) steady_state() (cultivars.multivariate.structural.perturbation.PerturbationModelSpecification method) step (cultivars.forecast.backtest.BacktestResult attribute) steps (cultivars.experimental.spectral.NSSDNStage attribute) (cultivars.forecast.conditional.ConditionalForecastResult attribute) StochasticVolatilitySVAR (class in cultivars.multivariate.structural.stochastic_volatility) StochasticVolatilitySVARResult (class in cultivars.multivariate.structural.stochastic_volatility) structural (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult attribute) structural() (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult method) structural_shocks() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) (cultivars.multivariate.structural.zero_restrictions.SVARResult method) structurals (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult attribute) StudentBVAR (class in cultivars.multivariate.large_dim.student) StudentBVARResult (class in cultivars.multivariate.large_dim.student) STVAR (class in cultivars.multivariate.nonlinear.smooth_transition) STVARResult (class in cultivars.multivariate.nonlinear.smooth_transition) suggestion (cultivars.diagnostics.nonlinearity.LinearityTest attribute) sum_of_coefficients (cultivars.bayes.priors.IndependentNormalWishartPrior attribute) (cultivars.bayes.priors.MinnesotaPrior attribute) summary() (cultivars.bayes.chains.ConvergenceTest method) (cultivars.bayes.checks.PredictiveCheckTest method) (cultivars.bayes.combination.ModelCombinationSelection method) (cultivars.diagnostics.breaks.BreakTest method) (cultivars.diagnostics.breaks.MultipleBreakTest method) (cultivars.diagnostics.hypothesis.ChiSquaredTest method) (cultivars.diagnostics.hypothesis.HypothesisTest method) (cultivars.diagnostics.hypothesis.LikelihoodRatioTest method) (cultivars.diagnostics.hypothesis.TabulatedTest method) (cultivars.diagnostics.hypothesis.WaldTest method) (cultivars.diagnostics.long_memory.LongMemoryEstimate method) (cultivars.diagnostics.nonlinearity.BDSTest method) (cultivars.diagnostics.nonlinearity.LinearityTest method) (cultivars.diagnostics.seasonality.SeasonalUnitRootTest method) (cultivars.diagnostics.unit_roots.UnitRootTest method) (cultivars.experimental.spectral.NSSDNResult method) (cultivars.experimental.spectral.NSSDNSpectralState method) (cultivars.forecast.backtest.BacktestResult method) (cultivars.forecast.calibration.CalibrationResult method) (cultivars.forecast.comparison.ClarkWestTest method) (cultivars.forecast.comparison.EncompassingTest method) (cultivars.forecast.comparison.ForecastComparisonResult method) (cultivars.forecast.comparison.GiacominiWhiteTest method) (cultivars.forecast.comparison.MincerZarnowitzTest method) (cultivars.forecast.conditional.ConditionalForecastResult method) (cultivars.forecast.confidence_set.ModelConfidenceSetSelection method) (cultivars.forecast.scoring.DensityScoreResult method) (cultivars.multivariate.large_dim.bayesian.BVARResult method) (cultivars.multivariate.large_dim.dynamic_factor.DFMResult method) (cultivars.multivariate.large_dim.factor_augmented.FAVARResult method) (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult method) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult method) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult method) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult method) (cultivars.multivariate.large_dim.sparse.SparseVARResult method) (cultivars.multivariate.large_dim.spillover.SpilloverResult method) (cultivars.multivariate.large_dim.student.StudentBVARResult method) (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult method) (cultivars.multivariate.nonlinear.quantile.QVARResult method) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult method) (cultivars.multivariate.nonlinear.threshold.TVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPSVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) (cultivars.multivariate.reduced_form.closed_global.GVARResult method) (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.functional.FunctionalVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult method) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult method) (cultivars.multivariate.reduced_form.moving_average.VARMAResult method) (cultivars.multivariate.reduced_form.panel.PanelVARResult method) (cultivars.multivariate.reduced_form.term_structure.DynamicNelsonSiegelResult method) (cultivars.multivariate.reduced_form.term_structure.TimeVaryingNelsonSiegelResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingDFMResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingSVARResult method) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult method) (cultivars.multivariate.structural.factor_augmented.FactorAugmentedSVARResult method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior method) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult method) (cultivars.multivariate.structural.set_identification.SetIdentifiedSVARResult method) (cultivars.multivariate.structural.sign_restrictions.SignRestrictedSVARResult method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) (cultivars.multivariate.structural.zero_restrictions.SVARResult method) (cultivars.spectral.band_pass.BandPassResult method) (cultivars.spectral.causality.ConditionalSpectralCausalityResult method) (cultivars.spectral.causality.SpectralCausalityResult method) (cultivars.spectral.cycles.TurningPointsResult method) (cultivars.spectral.density.SpectralDensityResult method) (cultivars.spectral.filters.DecompositionFilterResult method) (cultivars.spectral.periodogram.SpectrumEstimate method) (cultivars.spectral.wavelets.MODWTResult method) (cultivars.spectral.wavelets.WaveletCoherenceResult method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) SummaryTable (class in cultivars.summary) SumOfCoefficientsPrior (class in cultivars.bayes.priors) sup_wald() (in module cultivars.diagnostics.breaks) SV (class in cultivars.univariate.stochastic_volatility) SVARResult (class in cultivars.multivariate.structural.zero_restrictions) SVPosterior (in module cultivars.univariate.stochastic_volatility) SVResult (class in cultivars.univariate.stochastic_volatility) switching_ar (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) switching_mean (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) switching_variance (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) symmetric (cultivars.spectral.band_pass.BandPassResult attribute) T table (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) TabulatedTest (in module cultivars.diagnostics.hypothesis) TAR (class in cultivars.univariate.threshold) TARNN (class in cultivars.univariate.mean_function) TARNNResult (class in cultivars.univariate.mean_function) terasvirta() (in module cultivars.diagnostics.nonlinearity) test() (cultivars.diagnostics.long_memory.LongMemoryEstimate method) tests (cultivars.forecast.calibration.CalibrationResult attribute) theta (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEResult attribute) theta_draws (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) theta_mean (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior property) thin (cultivars.multivariate.large_dim.factor_volatility.FactorSVResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.structural.perturbation.PerturbationDSGEPosterior attribute) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult attribute) (cultivars.univariate.stochastic_volatility.SVPosterior attribute) (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) threshold (cultivars.diagnostics.nonlinearity.LinearityTest attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETARResult attribute) threshold_name (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) threshold_values (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.univariate.mean_function.TARNNResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETARResult attribute) tightness (cultivars.bayes.priors.DummyInitialObservationPrior attribute) (cultivars.bayes.priors.IndependentNormalWishartPrior attribute) (cultivars.bayes.priors.MinnesotaPrior attribute) (cultivars.bayes.priors.NormalInverseWishartPrior attribute) (cultivars.bayes.priors.SumOfCoefficientsPrior attribute) time (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.experimental.spectral.NSSDNSpectralState attribute) TimeVaryingNelsonSiegel (class in cultivars.multivariate.reduced_form.term_structure) TimeVaryingNelsonSiegelResult (class in cultivars.multivariate.reduced_form.term_structure) title (cultivars.experimental.spectral.NSSDNSummaryTable attribute) (cultivars.summary.SummaryTable attribute) to_dict() (cultivars.experimental.spectral.NSSDNResult method) (cultivars.experimental.spectral.NSSDNSpectralState method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) to_matrix() (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference method) to_others (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) to_pandas() (cultivars.experimental.spectral.NSSDNResult method) (cultivars.experimental.spectral.NSSDNSpectralState method) (cultivars.experimental.spectral.NSSDNSummaryTable method) (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.summary.SummaryTable method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) to_point() (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) to_polars() (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.summary.SummaryTable method) (cultivars.univariate.autoregression.ARResult method) (cultivars.univariate.box_jenkins.ARMAResult method) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult method) (cultivars.univariate.conditional_variance.ARMAGARCHResult method) (cultivars.univariate.conditional_variance.FIGARCHResult method) (cultivars.univariate.conditional_variance.GARCHResult method) (cultivars.univariate.fractional_integration.ARFIMAResult method) (cultivars.univariate.mean_function.ARNNResult method) (cultivars.univariate.mean_function.TARNNResult method) (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) (cultivars.univariate.smooth_transition.STARResult method) (cultivars.univariate.stochastic_volatility.SVPosterior method) (cultivars.univariate.stochastic_volatility.SVResult method) (cultivars.univariate.stochastic_volatility.UCSVPosterior method) (cultivars.univariate.threshold.SETARResult method) (cultivars.univariate.unobserved_components.UnobservedComponentsResult method) to_table() (cultivars.diagnostics.cointegration.JohansenRankTest method) to_text() (cultivars.experimental.spectral.NSSDNSummaryTable method) (cultivars.summary.SummaryTable method) to_var() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) to_varx() (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult method) total (cultivars.multivariate.large_dim.spillover.SpilloverResult attribute) trace_pvalue (cultivars.diagnostics.cointegration.JohansenRankTest attribute) trace_statistic (cultivars.diagnostics.cointegration.JohansenRankTest attribute) training (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) transform() (cultivars.spectral.wavelets.MODWT method) transition (cultivars.experimental.spectral.NSSDN property) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) (cultivars.univariate.smooth_transition.ESTAR property) (cultivars.univariate.smooth_transition.LSTAR property) (cultivars.univariate.smooth_transition.STARResult attribute) Transition (in module cultivars.typing) transition_name (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.threshold.TVAR property) transition_scale (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.univariate.smooth_transition.STARResult attribute) transition_series (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) transition_table() (cultivars.univariate.regime_switching.MarkovSwitchingARResult method) transmitters() (cultivars.multivariate.large_dim.spillover.SpilloverResult method) trend (cultivars.diagnostics.seasonality.SeasonalUnitRootTest attribute) (cultivars.diagnostics.unit_roots.UnitRootTest attribute) (cultivars.experimental.spectral.NSSDNPenalties attribute) (cultivars.experimental.spectral.NSSDNResult attribute) (cultivars.multivariate.large_dim.bayesian.BVAR property) (cultivars.multivariate.large_dim.bayesian.BVARResult attribute) (cultivars.multivariate.large_dim.gibbs.GibbsBVAR property) (cultivars.multivariate.large_dim.gibbs.GibbsBVARResult attribute) (cultivars.multivariate.large_dim.graphical.GraphicalVAR property) (cultivars.multivariate.large_dim.graphical.GraphicalVARResult attribute) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVAR property) (cultivars.multivariate.large_dim.hierarchical.HierarchicalBVARResult attribute) (cultivars.multivariate.large_dim.sparse.SparseVAR property) (cultivars.multivariate.large_dim.sparse.SparseVARResult attribute) (cultivars.multivariate.large_dim.student.StudentBVAR property) (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) (cultivars.multivariate.large_dim.volatility.BVARSV property) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVAR property) (cultivars.multivariate.nonlinear.functional_coefficient.FunctionalCoefficientVARResult attribute) (cultivars.multivariate.nonlinear.quantile.QVAR property) (cultivars.multivariate.nonlinear.quantile.QVARResult attribute) (cultivars.multivariate.nonlinear.smooth_transition.STVAR property) (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVAR property) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVAR property) (cultivars.multivariate.nonlinear.time_varying.TVPVARResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSV property) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECM property) (cultivars.multivariate.reduced_form.error_correction.VECMResult attribute) (cultivars.multivariate.reduced_form.error_correction.VECMX property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVAR property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult attribute) (cultivars.multivariate.reduced_form.moving_average.VARMA property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VAR property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult attribute) (cultivars.multivariate.reduced_form.vector_autoregression.VARX property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult attribute) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVAR property) (cultivars.multivariate.regime_switching.markov_switching.MarkovSwitchingVARResult attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) (cultivars.spectral.band_pass.BandPassResult attribute) (cultivars.spectral.filters.DecompositionFilterResult attribute) (cultivars.univariate.autoregression.AR property) (cultivars.univariate.autoregression.ARResult attribute) (cultivars.univariate.box_jenkins.ARIMA property) (cultivars.univariate.box_jenkins.ARIMAX property) (cultivars.univariate.box_jenkins.ARMA property) (cultivars.univariate.box_jenkins.ARMAResult attribute) (cultivars.univariate.box_jenkins.SARIMA property) (cultivars.univariate.box_jenkins.SARIMAX property) (cultivars.univariate.stochastic_volatility.UCSVPosterior property) (cultivars.univariate.unobserved_components.UnobservedComponents property) (cultivars.univariate.unobserved_components.UnobservedComponentsResult attribute) Trend (in module cultivars.typing) trend_coeff (cultivars.univariate.autoregression.ARResult attribute) trend_draws (cultivars.univariate.stochastic_volatility.UCSVPosterior attribute) trend_quantiles() (cultivars.univariate.stochastic_volatility.UCSVPosterior method) trend_volatility (cultivars.univariate.stochastic_volatility.UCSVPosterior property) trimming (cultivars.diagnostics.breaks.BreakTest attribute) (cultivars.diagnostics.breaks.MultipleBreakTest attribute) troughs (cultivars.spectral.cycles.TurningPointsResult attribute) truncation (cultivars.univariate.conditional_variance.ARMAFIGARCH property) (cultivars.univariate.conditional_variance.ARMAFIGARCHResult attribute) (cultivars.univariate.conditional_variance.FIGARCH property) (cultivars.univariate.conditional_variance.FIGARCHResult attribute) (cultivars.univariate.fractional_integration.ARFIMA property) (cultivars.univariate.fractional_integration.ARFIMAResult attribute) tsay() (in module cultivars.diagnostics.nonlinearity) tstat (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference property) TurningPoints (class in cultivars.spectral.cycles) TurningPointsResult (class in cultivars.spectral.cycles) tvalues (cultivars.multivariate.reduced_form.error_correction.VECMResult property) (cultivars.multivariate.reduced_form.error_correction.VECMXResult property) (cultivars.multivariate.reduced_form.mixed_frequency.MIDASVARResult property) (cultivars.multivariate.reduced_form.moving_average.VARMAResult property) (cultivars.multivariate.reduced_form.panel.PanelVARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARResult property) (cultivars.multivariate.reduced_form.vector_autoregression.VARXResult property) TVAR (class in cultivars.multivariate.nonlinear.threshold) TVARResult (class in cultivars.multivariate.nonlinear.threshold) TVPSVAR (class in cultivars.multivariate.nonlinear.time_varying) TVPSVARResult (class in cultivars.multivariate.nonlinear.time_varying) TVPVAR (class in cultivars.multivariate.nonlinear.time_varying) TVPVARResult (class in cultivars.multivariate.nonlinear.time_varying) TVPVARSV (class in cultivars.multivariate.nonlinear.time_varying) TVPVARSVResult (class in cultivars.multivariate.nonlinear.time_varying) U UCSV (class in cultivars.univariate.stochastic_volatility) UCSVPosterior (in module cultivars.univariate.stochastic_volatility) unconditional (cultivars.forecast.conditional.ConditionalForecastResult attribute) unconditional_mean (cultivars.univariate.regime_switching.MarkovSwitchingARResult property) unconditional_variance (cultivars.univariate.conditional_variance.ARMAGARCHResult property) (cultivars.univariate.conditional_variance.GARCHResult property) (cultivars.univariate.stochastic_volatility.SVResult property) unit_columns() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) unit_effects (cultivars.multivariate.reduced_form.panel.PanelVARResult property) unit_lengths (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) unit_names (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVAR property) (cultivars.multivariate.reduced_form.panel.PanelVARResult attribute) unit_of_column (cultivars.multivariate.reduced_form.closed_global.GVAR property) unit_residuals() (cultivars.multivariate.reduced_form.panel.PanelVARResult method) unit_series() (cultivars.multivariate.reduced_form.panel.PanelVARResult method) unit_sizes (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) UnitRootTest (class in cultivars.diagnostics.unit_roots) units (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.panel.PanelVAR property) UnobservedComponents (class in cultivars.univariate.unobserved_components) UnobservedComponentsResult (class in cultivars.univariate.unobserved_components) unscented_filter() (cultivars.state_space.nonlinear.NonlinearSSM method) unscented_smoother() (cultivars.state_space.nonlinear.NonlinearSSM method) update() (cultivars.typing.OptimizerOptions method) update_coefficients() (cultivars.univariate.regime_switching.MarkovSwitchingAR static method) update_transition() (cultivars.univariate.regime_switching.MarkovSwitchingAR static method) update_variance() (cultivars.univariate.regime_switching.MarkovSwitchingAR static method) upper_coefficients (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) upper_deterministic (cultivars.multivariate.nonlinear.smooth_transition.STVARResult attribute) (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) upper_fraction (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.univariate.mean_function.TARNNResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.threshold.SETARResult property) upper_params (cultivars.univariate.smooth_transition.STARResult attribute) (cultivars.univariate.threshold.SETARResult attribute) upper_predictor (cultivars.univariate.mean_function.TARNNResult attribute) upper_sigma_u (cultivars.multivariate.nonlinear.threshold.TVARResult attribute) upper_stability (cultivars.multivariate.nonlinear.smooth_transition.STVARResult property) (cultivars.multivariate.nonlinear.threshold.TVARResult property) (cultivars.univariate.smooth_transition.STARResult property) (cultivars.univariate.threshold.SETARResult property) V values() (cultivars.typing.OptimizerOptions method) VAR (class in cultivars.multivariate.reduced_form.vector_autoregression) variable_of_column (cultivars.multivariate.reduced_form.closed_global.GVAR property) variance (cultivars.spectral.wavelets.MODWTResult attribute) variance_interval() (cultivars.spectral.wavelets.MODWTResult method) variance_shares (cultivars.multivariate.large_dim.dynamic_factor.DFMResult attribute) variances (cultivars.state_space.regime_switching.MarkovSwitchingSSM property) (cultivars.univariate.regime_switching.MarkovSwitchingARResult attribute) VARMA (class in cultivars.multivariate.reduced_form.moving_average) VARMAResult (class in cultivars.multivariate.reduced_form.moving_average) VARResult (class in cultivars.multivariate.reduced_form.vector_autoregression) VARX (class in cultivars.multivariate.reduced_form.vector_autoregression) VARXResult (class in cultivars.multivariate.reduced_form.vector_autoregression) VECM (class in cultivars.multivariate.reduced_form.error_correction) VECMResult (class in cultivars.multivariate.reduced_form.error_correction) VECMX (class in cultivars.multivariate.reduced_form.error_correction) VECMXResult (class in cultivars.multivariate.reduced_form.error_correction) velocity (cultivars.experimental.spectral.NSSDNSpectralState attribute) velocity_frequency (cultivars.experimental.spectral.NSSDNSpectralState attribute) velocity_mass (cultivars.experimental.spectral.NSSDNSpectralState attribute) vol (cultivars.univariate.conditional_variance.ARGARCH property) (cultivars.univariate.conditional_variance.ARMAEGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCH property) (cultivars.univariate.conditional_variance.ARMAGARCHResult attribute) (cultivars.univariate.conditional_variance.ARMAGJR property) (cultivars.univariate.conditional_variance.EGARCH property) (cultivars.univariate.conditional_variance.GARCH property) (cultivars.univariate.conditional_variance.GARCHResult attribute) (cultivars.univariate.conditional_variance.GJR property) Vol (in module cultivars.typing) vol_of_vol (cultivars.bayes.priors.RandomWalkVolatilityPrior attribute) (cultivars.multivariate.large_dim.volatility.BVARSVResult attribute) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult attribute) vol_of_vol_mean (cultivars.bayes.priors.RandomWalkVolatilityPrior property) volatility (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult property) (cultivars.univariate.stochastic_volatility.SVPosterior property) (cultivars.univariate.stochastic_volatility.SVResult property) volatility_bands() (cultivars.multivariate.structural.stochastic_volatility.LongMemorySVResult method) (cultivars.univariate.stochastic_volatility.SVResult method) volatility_path() (cultivars.multivariate.large_dim.volatility.BVARSVResult method) (cultivars.multivariate.nonlinear.time_varying.TVPVARSVResult method) (cultivars.multivariate.structural.stochastic_volatility.StochasticVolatilitySVARResult method) volatility_quantiles() (cultivars.univariate.stochastic_volatility.SVPosterior method) VolatilityPrior (in module cultivars.bayes.priors) W wald() (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference method) wald_restriction() (cultivars.multivariate.reduced_form.vector_autoregression.CoefficientInference method) WaldTest (in module cultivars.diagnostics.hypothesis) wavelet (cultivars.spectral.wavelets.MODWTResult attribute) WaveletCoherence (class in cultivars.spectral.wavelets) WaveletCoherenceResult (class in cultivars.spectral.wavelets) weak_exogeneity() (cultivars.multivariate.reduced_form.error_correction.VECMResult method) (cultivars.multivariate.reduced_form.error_correction.VECMXResult method) weak_exogeneity_test() (cultivars.multivariate.reduced_form.closed_global.GVARResult method) weight (cultivars.experimental.spectral.NSSDNSpectralState attribute) (cultivars.forecast.comparison.EncompassingTest attribute) (cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult attribute) weight_mean (cultivars.multivariate.large_dim.student.StudentBVARResult attribute) weights (cultivars.bayes.combination.ModelCombinationSelection attribute) (cultivars.multivariate.reduced_form.closed_global.GVARResult attribute) (cultivars.multivariate.reduced_form.mixed_frequency.MFVARResult attribute) WelchSpectrum (class in cultivars.spectral.periodogram) width (cultivars.bayes.priors.PriorContext property) window (cultivars.forecast.backtest.BacktestResult attribute) (cultivars.spectral.cycles.TurningPointsResult attribute) worst() (cultivars.bayes.chains.ConvergenceTest method) X x_ss (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) Y y_ss (cultivars.multivariate.structural.perturbation.PerturbationDSGESolution attribute) Z zivot_andrews() (in module cultivars.diagnostics.unit_roots)
