FunctionalCoefficientVARResult.k_endog

property FunctionalCoefficientVARResult.k_endog: int

Number of endogenous variables.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((150, 3))
>>> model = FunctionalCoefficientVAR(y, order=1, transition_variable="y1")
>>> model.fit(bandwidth=1.0, n_grid=11).k_endog
3