VECMXResult.to_var

VECMXResult.to_var()

Unavailable: a conditional model has no levels representation.

Raises:

SpecificationError – Always; see to_varx() for the conditional levels form that does exist.

Return type:

NDArray[double]

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.to_var()
Traceback (most recent call last):
cultivars.exceptions.SpecificationError: ... so a levels vector autoregression is ...