statsmodels/statsmodels — Issue #99: VAR is missing conf_int
Author: josef-pkt
Created: 2011-10-29 19:55:54+00:00
State: open
Labels: comp-tsa, type-enh

In analogy to MNLogit it should be a 3d matrix matrix with the confidence interval as the last axis.

n_regressors by neqs by 2