GibbsBVARResult.credible_interval#

GibbsBVARResult.credible_interval(equation, regressor)[source]#

One coefficient’s posterior summary: 16th percentile, mean, 84th.

Parameters:

  • equation (str) – An endogenous variable.

  • regressor (str) – A per-equation regressor label – "const", "trend", or "{name}.L{lag}".

Return type:

NDArray[double]

Returns:

A (3,) array (low, mean, high).

Raises:

SpecificationError – If the equation or regressor is unknown.