コンテンツにスキップ
statsmodels 0.14.4
statsmodels.tsa.vector_ar.var_model.VARResults.tvalues_dt
検索を初期化
statsmodels
statsmodels 0.14.4
statsmodels
statsmodelsのインストール
はじめに
ユーザーガイド
ユーザーガイド
背景
回帰モデルと線形モデル
時系列分析
時系列分析
時系列分析 tsa
状態空間法による時系列解析 statespace
ベクトル自己回帰 tsa.
vector_
ar
ベクトル自己回帰 tsa.
vector_
ar
VAR
(p) プロセス
VAR
(p) プロセス
クラスリファレンス
クラスリファレンス
statsmodels.
tsa.
vector_
ar.
var_
model.
VAR
statsmodels.
tsa.
vector_
ar.
var_
model.
VARProcess
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
C
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
C
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
acf
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
cov_
params
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
cov_
ybar
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
fevd
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
forecast
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
forecast_
cov
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
forecast_
interval
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
get_
eq_
index
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
intercept_
longrun
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
irf
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
irf_
errband_
mc
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
irf_
resim
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
is_
stable
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
long_
run_
effects
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
ma_
rep
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
mean
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
mse
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
orth_
ma_
rep
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
plot
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
plot_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
plot_
forecast
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
plot_
sample_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
plotsim
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
reorder
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid_
acov
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
sample_
acorr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
sample_
acov
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
simulate_
var
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
summary
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
test_
causality
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
test_
inst_
causality
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
test_
normality
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
test_
whiteness
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
to_
vecm
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
aic
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
bic
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
bse
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
detomega
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
df_
model
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
df_
resid
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
fittedvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
fpe
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
hqic
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
info_
criteria
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
llf
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
pvalues_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
resid_
corr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
roots
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
sigma_
u_
mle
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
stderr_
endog_
lagged
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
dt
Contents
A
VARResults.
tvalues_
dt
statsmodels.
tsa.
vector_
ar.
var_
model.
VARResults.
tvalues_
endog_
lagged
推定後の分析
インパルス応答解析
予測誤差分散分解
(FEVD)
統計的検定
構造ベクトルの自己回帰
ベクトル誤り訂正モデル
(VECM)
その他のモデル
統計とツール
データセット
サンドボックス
例題集
APIリファレンス
statsmodels について
開発者ページ
リリースノート
翻訳に関するステートメント
Contents
A
VARResults.
tvalues_
dt
statsmodels.tsa.vector_ar.var_model.VARResults.tvalues_dt
¶
VARResults.
tvalues_dt
¶
最終更新日: 2025年01月28日