TVPSVARResult.names

property TVPSVARResult.names: tuple[str, ...]

Variable labels, in column order; the recursive ordering.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> source = TVPVAR(y, order=1, training=30, names=("r", "pi")).fit(
...     n_draws=12, n_burn=4, seed=0
... )
>>> TVPSVAR(source).identify().names
('r', 'pi')