Results

polars_ts.bayesian_var.results

BayesianVARResult — fitted result container for Bayesian VAR.

BayesianVARResult dataclass

Fitted Bayesian VAR result.

Attributes

B_post Posterior mean coefficient matrix, shape (k, k*p+1). Sigma_post Posterior mean covariance matrix, shape (k, k). B_samples MCMC posterior samples for B, shape (n_samples, k, k*p+1). None for analytical inference. Sigma_samples MCMC posterior samples for Sigma, shape (n_samples, k, k). None for analytical inference. target_cols Names of the modeled variables. p Number of lags.