Python VAR.cumsum Examples

Example #1

File: auxiliary_window.py Project: denyhui/VAR_in_OilProduction_Prediction

 def fill_coll(sim):
     ret = VAR(sim, exog=self.model.exog[-nobs:]).fit(maxlags=k_ar, )
     ret = self.exog_irf(self.results, self.max_n)
     return ret.cumsum(axis=0) if cum else ret