PanelVARResult.conf_int#

PanelVARResult.conf_int(*, alpha=0.05)[source]#

Confidence bounds for every coefficient.

Parameters:

alpha (float) – Two-sided level; 0.05 gives a 95 percent interval.

Return type:

dict[str, tuple[float, float]]

Returns:

One (lower, upper) pair per coefficient, keyed identically to params.