tsa.vector_ar
method
VECMResults.
fittedvalues
Return the in-sample values of endog calculated by the model.
fitted : array (nobs x neqs)
The predicted in-sample values of the models’ endogenous variables.
statsmodels.tsa.vector_ar.vecm.VECMResults.cov_var_repr
statsmodels.tsa.vector_ar.vecm.VECMResults.resid