Structural VAR
Install and import
npm install fintech-algorithmsimport { fitRecursiveSVAR } from "fintech-algorithms/statistical-time-series/multivariate-systems/structural-var";Signature
fitRecursiveSVAR(values, lags)Worked example
executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.
Input
[
[-1.4163056264, -0.7075620912],
[-1.4144491277, -0.24959813],
[-1.915874322, -0.31233481]
]Showing 3 of 120 elements.
1Call
fitRecursiveSVAR(values, lags)Returns
object with 14 fields: coefficients, intercept, sigma_u_mle, impact_matrix, structural_shocks, reconstructed_sigma_u, covariance_reconstruction_max_error, structural_shock_covariance_mle, …
{
"coefficients": [
[
[0.555831819774, 0.20542641337],
[-0.118628539474, 0.408179850969]
]
],
"intercept": [-0.070907764383, -0.013615076949],
"sigma_u_mle": [
[0.726815513707, 0.33092608263],
[0.33092608263, 0.420249111781]
],
"impact_matrix": [
[0.852534758064, 0],
[0.388167261804, 0.519206402739]
],
"structural_shocks": [
[-0.482046841046, 0.138538488641],
[-1.181766100244, 0.181219012332],
[-0.473854258318, 0.066359023845]
],
"reconstructed_sigma_u": [
[0.726815513707, 0.33092608263],
[0.33092608263, 0.420249111782]
],
"covariance_reconstruction_max_error": 1e-12,
"structural_shock_covariance_mle": [
[1, -1e-12],
[-1e-12, 0.999999999999]
],
"structural_shock_identity_max_error": 1e-12,
"ordering": [0, 1],
"companion_spectral_radius": 0.501247229166,
"stability_state": "stable",
"state": "identified-recursively",
"reason": "lower-cholesky-ordering"
}Other exports
This module also exports
companionMatrix, companionSpectralRadius, fitVAR, choleskyLower, fitVECMFixedBeta, movingAverageMatrices, impulseResponses, forecastErrorVarianceDecomposition. Every module additionally exports run as an alias of its
primary function, and a meta object carrying its catalog id, domain, family,
shape and article URL.
Diagrams
How it works
This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.
References
- statsmodels vector autoregression documentation — statsmodels developers
- statsmodels Structural VAR API documentation — statsmodels developers
- Are Forecasting Models Usable for Policy Analysis? — Christopher A. Sims
- New Introduction to Multiple Time Series Analysis — Helmut Lütkepohl
- Macroeconomics and Reality — Christopher A. Sims
- Statistical Analysis of Cointegration Vectors — Søren Johansen
- Publication boundary