tsa.vector_ar
VARResults.
orth_ma_rep
Compute orthogonalized MA coefficient matrices using P matrix such that \(\Sigma_u = PP^\prime\). P defaults to the Cholesky decomposition of \(\Sigma_u\)
int
Number of coefficient matrices to compute
ndarray
k
x
optional
Matrix such that Sigma_u = PP’, defaults to Cholesky descomp
maxn