BVARResult.coefficients

BVARResult.coefficients: NDArray[float64]

(p, k, k) lag stack at the posterior mean.

coefficients[l - 1] is \(A_l\), and its [i, j] entry is the response of equation i to variable j at lag l, so that coefficients[l - 1] @ y[t - l] is the lag-l contribution to the one-step mean. Each slice is the transpose of the corresponding lag block of beta_mean. Empty, (0, k, k), when order is zero.