Statistics#

Covariance and Autocorrelation#

build_Q_matrix(model_shocks[, ...])

Take different options for user input and reconcile them into a covariance matrix.

stationary_covariance_matrix(model[, T, R, ...])

Compute the stationary covariance matrix of the solved system.

autocovariance_matrix(model[, T, R, ...])

Compute the model's autocovariance matrix using the stationary covariance matrix.

autocorrelation_matrix(model[, T, R, ...])

Compute the model's autocovariance matrix using the stationary covariance matrix.

Perturbation Diagnostics#

check_bk_condition(model, *[, A, B, C, D, ...])

Compute the generalized eigenvalues of system in the form presented in [1].

summarize_perturbation_solution(...)

Validation#

check_steady_state(model[, stead_state, ...])

Formatting#

matrix_to_dataframe(matrix, model[, dim1, ...])

Convert a matrix to a DataFrame with variable names as columns and rows.