BacktestResult.n_origins

property BacktestResult.n_origins: int

Evaluation origins, \(T\), the length of every loss series.

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VAR
>>> y = np.random.default_rng(0).standard_normal((130, 2))
>>> Backtest(y, lambda w: VAR(w, order=1).fit(), horizons=1, start=100).run().n_origins
30