tsa
VARResults.
forecast
Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
forecasts
ndarray (steps x neqs)
Notes
Lütkepohl pp 37-38
statsmodels.tsa.vector_ar.var_model.VARResults.fittedvalues
statsmodels.tsa.vector_ar.var_model.VARResults.forecast_cov