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cultivars.engine._core
_containers
_converters
_defaults
_estimators
_loaders
_mappings
_matrices
_notes
_polynomials
_protocols
_recursions
_reparams
_rotations
_samplers
_scales
_scores
_spectra
_transforms
_types
_validators
_wavelets
cultivars.engine._internals
_assessments
_chains
_coefficients
_covariances
_emitters
_engines
_filters
_fits
_inferences
_layouts
_levels
_means
_mixins
_models
_moments
_objectives
_parameters
_posteriors
_predictors
_priors
_results
_selections
_simulators
_smoothers
_solutions
_solvers
_specifications
_states
_substrates
_systems
_tests
cultivars.univariate
cultivars.univariate.autoregression
AR
ARResult
ARResult._comparison_label
ARResult._from_fit
ARResult._summary_table
cultivars.univariate.box_jenkins
ARIMA
ARIMAX
ARMA
SARIMA
SARIMAX
ARMAResult
ARMAResult._comparison_label
ARMAResult._from_fit
ARMAResult._invertibility_ma
ARMAResult._notes
ARMAResult._specification
ARMAResult._stationarity_ar
ARMAResult._summary_table
cultivars.univariate.conditional_variance
ARGARCH
ARMAEGARCH
ARMAFIGARCH
ARMAGARCH
ARMAGJR
EGARCH
FIGARCH
GARCH
GJR
ARMAFIGARCHResult
ARMAFIGARCHResult._comparison_label
ARMAFIGARCHResult._from_fit
ARMAFIGARCHResult._summary_table
ARMAGARCHResult
ARMAGARCHResult._comparison_label
ARMAGARCHResult._from_fit
ARMAGARCHResult._mean_ma_params
ARMAGARCHResult._mean_notes
ARMAGARCHResult._summary_table
ARMAGARCHResult._variance_label
FIGARCHResult
FIGARCHResult._comparison_label
FIGARCHResult._from_fit
FIGARCHResult._summary_table
GARCHResult
GARCHResult._comparison_label
GARCHResult._from_fit
GARCHResult._mean_ma_params
GARCHResult._summary_table
cultivars.univariate.fractional_integration
ARFIMA
ARFIMAResult
ARFIMAResult._comparison_label
ARFIMAResult._from_fit
ARFIMAResult._summary_table
cultivars.univariate.mean_function
ARNN
TARNN
ARNNResult
ARNNResult._comparison_label
ARNNResult._from_fit
ARNNResult._summary_table
MeanFunctionEngine
MeanFunctionEngine._is_protocol
MeanFunctionEngine._is_runtime_protocol
TARNNResult
TARNNResult._comparison_label
TARNNResult._from_fit
TARNNResult._series
TARNNResult._summary_table
cultivars.univariate.regime_switching
MarkovSwitchingAR
MarkovSwitchingARResult
MarkovSwitchingARResult._comparison_label
MarkovSwitchingARResult._from_fit
MarkovSwitchingARResult._likelihood_ratio_obstacle
MarkovSwitchingARResult._series
MarkovSwitchingARResult._summary_table
cultivars.univariate.smooth_transition
ESTAR
LSTAR
STARResult
STARResult._comparison_label
STARResult._from_fit
STARResult._summary_table
STARResult._transition_params
STARResult._weight_at
cultivars.univariate.stochastic_volatility
SV
UCSV
SVPosterior
SVPosterior._convergence_label
SVPosterior._from_chain
SVPosterior._from_gibbs
SVPosterior._replication_notes
SVPosterior._series
SVPosterior._spec_label
SVPosterior._summary_table
SVResult
SVResult._params
SVResult._comparison_label
SVResult._from_fit
SVResult._series
SVResult._summary_table
UCSVPosterior
UCSVPosterior._from_fit
UCSVPosterior._series
UCSVPosterior._summary_table
cultivars.univariate.threshold
SETAR
TAR
SETARResult
SETARResult._comparison_label
SETARResult._from_fit
SETARResult._summary_table
SETARResult._weight_at
cultivars.univariate.unobserved_components
UnobservedComponents
UnobservedComponentsResult
UnobservedComponentsResult._smoothed_state
UnobservedComponentsResult._smoothed_state_cov
UnobservedComponentsResult._slices
UnobservedComponentsResult._params
UnobservedComponentsResult._comparison_label
UnobservedComponentsResult._component
UnobservedComponentsResult._component_std
UnobservedComponentsResult._from_fit
UnobservedComponentsResult._series
UnobservedComponentsResult._summary_table
cultivars.multivariate
cultivars.multivariate.large_dim
cultivars.multivariate.large_dim.bayesian
BVAR
BVARResult
cultivars.multivariate.large_dim.dynamic_factor
DFM
DFMResult
cultivars.multivariate.large_dim.factor_augmented
FAVAR
FAVARResult
cultivars.multivariate.large_dim.factor_volatility
FactorSV
FactorSVResult
cultivars.multivariate.large_dim.gibbs
GibbsBVAR
GibbsBVARResult
cultivars.multivariate.large_dim.graphical
GraphicalVAR
GraphicalVARResult
cultivars.multivariate.large_dim.hierarchical
HierarchicalBVAR
HierarchicalBVARResult
cultivars.multivariate.large_dim.sparse
SparseVAR
SparseVARResult
cultivars.multivariate.large_dim.spillover
Spillover
SpilloverResult
cultivars.multivariate.large_dim.student
StudentBVAR
StudentBVARResult
cultivars.multivariate.large_dim.volatility
BVARSV
BVARSVResult
cultivars.multivariate.nonlinear
cultivars.multivariate.nonlinear.functional_coefficient
FunctionalCoefficientVAR
FunctionalCoefficientVARResult
cultivars.multivariate.nonlinear.quantile
QVAR
QVARResult
cultivars.multivariate.nonlinear.smooth_transition
STVAR
STVARResult
cultivars.multivariate.nonlinear.threshold
TVAR
TVARResult
cultivars.multivariate.nonlinear.time_varying
TVPSVAR
TVPVAR
TVPVARSV
TVPSVARResult
TVPVARResult
TVPVARSVResult
cultivars.multivariate.reduced_form
cultivars.multivariate.reduced_form.closed_global
GVAR
GVARResult
cultivars.multivariate.reduced_form.error_correction
VECM
VECMX
VECMResult
VECMXResult
cultivars.multivariate.reduced_form.functional
FunctionalVAR
FunctionalVARResult
cultivars.multivariate.reduced_form.mixed_frequency
MFVAR
MIDASVAR
MFVARResult
MIDASVARResult
cultivars.multivariate.reduced_form.moving_average
VARMA
VARMAResult
cultivars.multivariate.reduced_form.panel
PanelVAR
PanelVARResult
cultivars.multivariate.reduced_form.term_structure
DynamicNelsonSiegel
DynamicNelsonSiegelResult
TimeVaryingNelsonSiegel
TimeVaryingNelsonSiegelResult
cultivars.multivariate.reduced_form.vector_autoregression
VAR
VARX
CoefficientInference
ConditionalLevels
VARResult
VARXResult
cultivars.multivariate.regime_switching
cultivars.multivariate.regime_switching.markov_switching
MarkovSwitchingDFM
MarkovSwitchingDFMResult
MarkovSwitchingSVAR
MarkovSwitchingSVARResult
MarkovSwitchingVAR
MarkovSwitchingVARResult
RegimeSystemResult
cultivars.multivariate.structural
cultivars.multivariate.structural.external_instruments
ProxySVAR
cultivars.multivariate.structural.factor_augmented
FactorAugmentedSVAR
FactorAugmentedSVARResult
cultivars.multivariate.structural.heteroskedacity
HeteroskedasticSVAR
cultivars.multivariate.structural.non_gaussian
NonGaussianSVAR
cultivars.multivariate.structural.perturbation
PerturbationDSGE
PerturbationDSGEPosterior
PerturbationDSGEResult
PerturbationDSGESolution
PerturbationModelSpecification
cultivars.multivariate.structural.set_identification
SetIdentifiedSVAR
SetIdentifiedSVARResult
cultivars.multivariate.structural.sign_restrictions
NarrativeSignRestrictedSVAR
SignRestrictedSVAR
SignRestrictedSVARResult
cultivars.multivariate.structural.stochastic_volatility
LongMemorySV
LongMemorySVResult
StochasticVolatilitySVAR
StochasticVolatilitySVARResult
cultivars.multivariate.structural.zero_restrictions
LongRunSVAR
MixedSVAR
RecursiveSVAR
SVARResult
ShortRunSVAR
cultivars.state_space
cultivars.state_space.linear_gaussian
DurbinKoopmanSmootherResult
KalmanFilterResult
LinearGaussianSSM
LinearGaussianSSM._at
LinearGaussianSSM._default_initial_cov
LinearGaussianSSM._forward
LinearGaussianSSM._from_arma
LinearGaussianSSM._from_nelson_siegel_system
LinearGaussianSSM._from_structural_system
LinearGaussianSSM._prepare_data
LinearGaussianSSM._simulate_forward
LinearGaussianSSM._validate_matrix
LinearGaussianSSM._validate_vector
cultivars.state_space.nonlinear
NonlinearSSM
NonlinearSSM._draw_states
NonlinearSSM._gaussian_update
NonlinearSSM._jacobian
NonlinearSSM._lag_stack_state_space
NonlinearSSM._measure
NonlinearSSM._predict
NonlinearSSM._prepare
NonlinearSSM._refuse_hooks
NonlinearSSM._rts_backward
NonlinearSSM._sigma_points
NonlinearSSM._smoother_gain
NonlinearSSM._systematic_resample
NonlinearSSM._unscented_weights
ParticleFilterResult
ParticleSmootherResult
RtsSmootherResult
cultivars.state_space.regime_switching
HamiltonFilterResult
KimFilterResult
KimSmootherResult
MarkovSwitchingSSM
MarkovSwitchingSSM._ar
MarkovSwitchingSSM._c
MarkovSwitchingSSM._k
MarkovSwitchingSSM._p
MarkovSwitchingSSM._pi0
MarkovSwitchingSSM._sigma2
MarkovSwitchingSSM._transition
RegimeSwitchingLinearSSM
cultivars.bayes
cultivars.bayes.chains
ConvergenceTest
ConvergenceTest._failing
ConvergenceTest._assess
cultivars.bayes.checks
PredictiveCheckTest
PredictiveCheckTest._flags
cultivars.bayes.combination
MarginalLikelihoodSelection
ModelCombinationSelection
cultivars.bayes.evidence
MarginalLikelihoodSelection
cultivars.bayes.priors
DirichletLaplacePrior
DirichletLaplacePrior._check
DirichletLaplacePrior._draw_scales
DirichletLaplacePrior._initial_scales
DirichletLaplacePrior._label
DirichletLaplacePrior._scale_variance
DirichletLaplacePrior._tracked
DirichletLaplacePrior._tracked_label
DummyInitialObservationPrior
DummyInitialObservationPrior._check
DummyInitialObservationPrior._label
HorseshoePrior
HorseshoePrior._check
HorseshoePrior._draw_scales
HorseshoePrior._initial_scales
HorseshoePrior._label
HorseshoePrior._scale_variance
HorseshoePrior._tracked
HorseshoePrior._tracked_label
IndependentNormalWishartPrior
IndependentNormalWishartPrior._label
IndependentNormalWishartPrior._minnesota
MinnesotaPrior
MinnesotaPrior._check
MinnesotaPrior._label
MinnesotaPrior._persistence
NoPrior
NoPrior._components
NoPrior._label
NormalGammaPrior
NormalGammaPrior._check
NormalGammaPrior._draw_scales
NormalGammaPrior._initial_scales
NormalGammaPrior._label
NormalGammaPrior._scale_variance
NormalGammaPrior._tracked
NormalGammaPrior._tracked_label
NormalInverseWishartPrior
NormalInverseWishartPrior._label
NormalInverseWishartPrior._minnesota
Prior
Prior._components
Prior._label
PriorContext
PriorContext._lead
RandomWalkVolatilityPrior
RandomWalkVolatilityPrior._label
SpikeAndSlabPrior
SpikeAndSlabPrior._check
SpikeAndSlabPrior._draw_scales
SpikeAndSlabPrior._initial_scales
SpikeAndSlabPrior._label
SpikeAndSlabPrior._scale_variance
SpikeAndSlabPrior._tracked
SpikeAndSlabPrior._tracked_label
SumOfCoefficientsPrior
SumOfCoefficientsPrior._check
SumOfCoefficientsPrior._label
VolatilityPrior
VolatilityPrior._label
cultivars.diagnostics
cultivars.diagnostics.breaks
BreakTest
BreakTest._metadata
BreakTest._notes
BreakTest._repr_fields
BreakTest._title
BreakTest._verdict
MultipleBreakTest
cultivars.diagnostics.cointegration
JohansenRankTest
cultivars.diagnostics.hypothesis
ChiSquaredTest
ChiSquaredTest._label
ChiSquaredTest._summary_table
ChiSquaredTest._title
HypothesisTest
HypothesisTest._pvalue_text
HypothesisTest._repr_html_
HypothesisTest._summary_table
LikelihoodRatioTest
LikelihoodRatioTest._label
LikelihoodRatioTest._title
TabulatedTest
TabulatedTest._metadata
TabulatedTest._notes
TabulatedTest._repr_fields
TabulatedTest._row
TabulatedTest._summary_table
TabulatedTest._title
TabulatedTest._verdict
WaldTest
WaldTest._label
WaldTest._title
cultivars.diagnostics.long_memory
LongMemoryEstimate
LongMemoryEstimate._record
LongMemoryEstimate._summary_table
cultivars.diagnostics.nonlinearity
BDSTest
BDSTest._row
BDSTest._summary_table
LinearityTest
LinearityTest._row
LinearityTest._summary_table
cultivars.diagnostics.seasonality
SeasonalUnitRootTest
SeasonalUnitRootTest._metadata
SeasonalUnitRootTest._notes
SeasonalUnitRootTest._title
cultivars.diagnostics.unit_roots
UnitRootTest
UnitRootTest._metadata
UnitRootTest._repr_fields
cultivars.forecast
cultivars.forecast.backtest
Backtest
Backtest._endog
Backtest._fit
Backtest._horizons
Backtest._names
Backtest._predict
Backtest._scheme
Backtest._start
Backtest._step
Backtest._univariate
Backtest._window
Backtest._forecast
Backtest._window_at
BacktestResult
BacktestResult._density_losses
BacktestResult._horizon_index
BacktestResult._series_index
BacktestResult._summary_table
cultivars.forecast.calibration
Calibration
Calibration._names
Calibration._paths
Calibration._realized
CalibrationResult
CalibrationResult._index
CalibrationResult._summary_table
cultivars.forecast.comparison
ClarkWestTest
ClarkWestTest._summary_table
EncompassingTest
EncompassingTest._summary_table
ForecastComparison
ForecastComparison._losses_a
ForecastComparison._losses_b
ForecastComparisonResult
ForecastComparisonResult._summary_table
GiacominiWhiteTest
GiacominiWhiteTest._summary_table
MincerZarnowitzTest
MincerZarnowitzTest._summary_table
cultivars.forecast.conditional
ConditionalForecastResult
ConditionalForecastResult._summary_table
cultivars.forecast.confidence_set
ModelConfidenceSetSelection
cultivars.forecast.fan
cultivars.forecast.scoring
DensityScore
DensityScore._names
DensityScore._paths
DensityScore._realized
DensityScore._kernel_log_score
DensityScoreResult
DensityScoreResult._summary_table
cultivars.spectral
cultivars.spectral.band_pass
BandPassResult
BandPassResult._summary_table
BaxterKingFilter
BaxterKingFilter._high
BaxterKingFilter._low
BaxterKingFilter._truncation
ChristianoFitzgeraldFilter
ChristianoFitzgeraldFilter._high
ChristianoFitzgeraldFilter._low
cultivars.spectral.causality
ConditionalSpectralCausality
ConditionalSpectralCausality._cause_index
ConditionalSpectralCausality._n_frequencies
ConditionalSpectralCausality._restricted
ConditionalSpectralCausality._result
ConditionalSpectralCausalityResult
ConditionalSpectralCausalityResult._index
ConditionalSpectralCausalityResult._summary_table
SpectralCausality
SpectralCausality._n_frequencies
SpectralCausality._result
SpectralCausalityResult
SpectralCausalityResult._index
SpectralCausalityResult._summary_table
cultivars.spectral.cycles
TurningPoints
TurningPoints._min_cycle
TurningPoints._min_phase
TurningPoints._window
TurningPointsResult
TurningPointsResult._summary_table
cultivars.spectral.density
SpectralDensity
SpectralDensity._n_frequencies
SpectralDensity._result
SpectralDensityResult
SpectralDensityResult._index
SpectralDensityResult._summary_table
cultivars.spectral.filters
BeveridgeNelsonDecomposition
BeveridgeNelsonDecomposition._result
ButterworthFilter
ButterworthFilter._order
ButterworthFilter._period
DecompositionFilterResult
DecompositionFilterResult._method_notes
DecompositionFilterResult._penalized_result
DecompositionFilterResult._summary_table
HamiltonFilter
HamiltonFilter._horizon
HamiltonFilter._lags
HodrickPrescottFilter
HodrickPrescottFilter._penalty
cultivars.spectral.periodogram
DaniellSpectrum
DaniellSpectrum._detrend
DaniellSpectrum._names
DaniellSpectrum._panel
DaniellSpectrum._span
MultitaperSpectrum
MultitaperSpectrum._bandwidth
MultitaperSpectrum._detrend
MultitaperSpectrum._names
MultitaperSpectrum._panel
MultitaperSpectrum._tapers
SpectrumEstimate
SpectrumEstimate._index
SpectrumEstimate._summary_table
WelchSpectrum
WelchSpectrum._detrend
WelchSpectrum._names
WelchSpectrum._panel
WelchSpectrum._segment
cultivars.spectral.wavelets
MODWT
MODWT._levels
MODWT._wavelet
MODWTResult
MODWTResult._summary_table
WaveletCoherence
WaveletCoherence._alpha
WaveletCoherence._omega0
WaveletCoherence._per_octave
WaveletCoherence._seed
WaveletCoherence._smallest
WaveletCoherence._surrogates
WaveletCoherenceResult
WaveletCoherenceResult._summary_table
Engine reference
cultivars.multivariate
cultivars.multivariate.structural
cultivars.multivariate.structural.sign_restrictions
NarrativeSignRestrictedSVAR
NarrativeSignRestrictedSVAR._draws
NarrativeSignRestrictedSVAR._draws
#
NarrativeSignRestrictedSVAR.
_draws
#
On this page
NarrativeSignRestrictedSVAR._draws