79318006

Date: 2024-12-30 15:54:01
Score: 1.5
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you should not do factorization manually, use param ortho=True

import statsmodels.tsa as sm

model = sm.vector_ar.var_model.VAR(endog = df)
fitted = model.fit(maxlags=8, ic='aic')
irf= fitted.irf(10)
irf.plot(orth=True)
plt.show()

for lutkepohl_data you'll get such result

enter image description here

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Posted by: JeeyCi