VARXResult.structural_shocks#

VARXResult.structural_shocks()[source]#

Orthogonalized innovations P^{-1} u_t, shape (nobs, k).

Unit variance and mutually uncorrelated by construction, under the same recursive ordering irf() documents.

Return type:: NDArray[double]

API reference

Every public model, test and result, with the mathematics it implements and a runnable example.

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Examples

Research workflows on live FRED data, from identification to forecast evaluation, as scripts and notebooks.

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Engine

The numerical core and internal layers the public surface is built on, for contributors and the curious.

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Get cultivars

Pre-releases are published to PyPI and announced on GitHub Releases. Pin the exact version in anything that must not move.

pip install --pre cultivars==1.0.0a4

© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · updated 2026-10-13 · built with Sphinx 9.1.0 and the PyData Sphinx Theme