VECMXResult.companion

property VECMXResult.companion: NDArray[float64]

a conditional model has no closed companion.

Raises:

SpecificationError – Always.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = np.cumsum(rng.standard_normal((200, 1)), axis=0)
>>> res = VECMX(x + rng.standard_normal((200, 1)), x, order=1, rank=1).fit()
>>> res.companion
Traceback (most recent call last):
cultivars.exceptions.SpecificationError: ... so the companion matrix is not defined ...

Type:

Unavailable