statsmodels/statsmodels — Issue #142: VAR.forecast_cov and plot only work for trend='c'
Author: josef-pkt
Created: 2012-01-27 17:15:53+00:00
State: open

running example ex_var.py with trend = 'nc' or 'ct' raises an exception in plot_forecast and forecast_cov

```
>>> res_nc.forecast_cov(3)
Traceback (most recent call last):
File "", line 1, in
File "e:\josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\vector_ar\var_model.py", line 1056, in forecast_cov
omegas = self._omega_forc_cov(steps)
File "e:\josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\vector_ar\var_model.py", line 1203, in _omega_forc_cov
B = self._bmat_forc_cov()
File "e:\josef\eclipsegworkspace\statsmodels-git\statsmodels-josef\scikits\statsmodels\tsa\vector_ar\var_model.py", line 1241, in _bmat_forc_cov
return np.vstack((upper, self.params.T, lower))
File "C:\Python26\lib\site-packages\numpy\core\shape_base.py", line 214, in vstack
return _nx.concatenate(map(atleast_2d,tup),0)
ValueError: array dimensions must agree except for d_0
```