MIDASVAR.exog_names#

property MIDASVAR.exog_names: tuple[str, ...][source]#

High-frequency labels.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x, y = rng.standard_normal((60, 2)), rng.standard_normal((20, 2))
>>> MIDASVAR(y, x, order=1, period=3).exog_names
('x1', 'x2')