TVPVARResult.k_endog#

property TVPVARResult.k_endog: int[source]#

Number of endogenous variables.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 3))
>>> TVPVAR(y, order=1, training=30).fit(n_draws=12, n_burn=4, seed=0).k_endog
3