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alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / vector_ar / tests / results / results_svar.py

"""
Test Results for the SVAR model. Obtained from R using svartest.R
"""


class SVARdataResults(object):
    def __init__(self):
        self.A = ([
            [1.0, 0.0, 0],
            [-0.506802245, 1.0, 0],
            [-5.536056520, 3.04117686, 1.0]])
        self.B = ([
            [0.0075756676, 0.0, 0.0],
            [0.0, 0.00512051886, 0.0],
            [0.0, 0.0, 0.020708948]])