statsmodels.tsa.varma_process.VarmaPoly.reduceform

VarmaPoly.reduceform(apoly)

Convert a structural lag polynomial to reduced form

This assumes no exog, todo

Parameters:

apolyndarray

3d lag polynomial array, of shape (nlags, nvars, nvars).

Returns:

ndarray

The reduced-form lag polynomial array, with the same shape as apoly.