MIDASVAR.k_exog# property MIDASVAR.k_exog: int[source]# Number of high-frequency series. 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).k_exog 2
