MLEResults.impulse_responses()

statsmodels.tsa.statespace.mlemodel.MLEResults.impulse_responses

MLEResults.impulse_responses(steps=1, impulse=0, orthogonalized=False, cumulative=False, **kwargs) [source]

Impulse response function

Parameters:

steps : int, optional

The number of steps for which impulse responses are calculated. Default is 1. Note that the init