SpilloverResult.transmitters#

SpilloverResult.transmitters()[source]#

Variables that transmit more variance than they receive, ranked.

Return type:

tuple[str, ...]

Returns:

The names with positive net, largest first; empty when no variable is a net transmitter.

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VAR
>>> rng = np.random.default_rng(0)
>>> y = np.zeros((300, 3))
>>> a = np.array([[0.5, 0.3, 0.0], [0.0, 0.5, 0.0], [0.0, 0.0, 0.5]])
>>> for t in range(1, 300):
...     y[t] = a @ y[t - 1] + rng.standard_normal(3)
>>> spill = Spillover(VAR(y, order=1).fit(), horizon=10).compute()
>>> spill.transmitters()[0]
'y2'
>>> "y1" in spill.transmitters()
False