FunctionalVARResult.k_factors

property FunctionalVARResult.k_factors: int

Number of basis functions.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> grid = np.linspace(0.0, 1.0, 25)
>>> curves = 0.1 * np.cumsum(rng.standard_normal(80))[:, None] + np.sin(np.pi * grid)
>>> FunctionalVAR(curves, grid, order=1, basis="bspline", df=6).fit().k_factors
6