QVARResult.n_quantiles#

property QVARResult.n_quantiles: int[source]#

Number of estimated levels.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> QVAR(y, order=1).fit(quantiles=(0.05, 0.5, 0.95)).n_quantiles
3