orth : bool, default False
Compute orthogonalized impulse responses
impulse : string or int
variable providing the impulse
response : string or int
variable affected by the impulse
signif : float (0 < signif < 1)
Significance level for error bars, defaults to 95% CI
subplot_params : dict
To pass to subplot plotting funcions. Example: if fonts are too big,
pass {‘fontsize’ : 8} or some number to your taste.
plot_params : dict
plot_stderr: bool, default True :
Plot standard impulse response error bands
stderr_type: string :
‘asym’: default, computes asymptotic standard errors
‘mc’: monte carlo standard errors (use rpl)
repl: int, default 1000 :
Number of replications for monte carlo standard errors
seed: int :
np.random.seed for Monte Carlo replications
|