steps : int, optional
The number of steps for which impulse responses are calculated.
Default is 10. Note that the initial impulse is not counted as a
step, so if steps=1, the output will have 2 entries.
impulse : int or array_like
If an integer, the state innovation to pulse; must be between 0
and k_posdef-1 where k_posdef is the same as in the state
space model. Alternatively, a custom impulse vector may be
provided; must be a column vector with shape (k_posdef, 1).
orthogonalized : boolean, optional
Whether or not to perform impulse using orthogonalized innovations.
Note that this will also affect custum impulse vectors. Default
is False.
cumulative : boolean, optional
Whether or not to return cumulative impulse responses. Default is
False.
**kwargs :
If the model is time-varying and steps is greater than the number
of observations, any of the state space representation matrices
that are time-varying must have updated values provided for the
out-of-sample steps.
For example, if design is a time-varying component, nobs is 10,
and steps is 15, a (k_endog x k_states x 5) matrix must be
provided with the new design matrix values.
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