Compute theoretical forecast error variance matrices
steps : int
Number of steps ahead
forc_covs : ndarray (steps x neqs x neqs)
Notes
\mathrm{MSE}(h) = \sum_{i=0}^{h-1} \Phi \Sigma_u \Phi^T
statsmodels.tsa.vector_ar.var_model.VARProcess.forecast
statsmodels.tsa.vector_ar.var_model.VARProcess.forecast_interval
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