I started to convert the documentation for vector_ar to a notebook (to
see how far it is still up to date, and to look into a irf bug)
http://nbviewer.ipython.org/gist/josef-pkt/2b504922c311c969c88d
(first draft of conversion by hand, with old results still kept in
there for comparison.)
This has problems in DynamicVAR and in pandas.Panel. It looks like it
was written for pandas.WidePanel.
That's the last part in the page.
Are there any users of DynamicVAR?
If someone knows what's going on, we can fix it, either the
documentation or any necessary changes in the code.
There is also a matplotlib exception that breaks one plot.
Any volunteers for writing a nice notebook for this?
---
aside: I didn't even remember that we have DynamicVAR, and have no
idea about it's status.
I am just visiting this area while looking for a test case.
---
Josef