PanelVARResult.slopes

property PanelVARResult.slopes: dict[str, float]

The pooled lag coefficients alone, without the unit intercepts.

Example

>>> import numpy as np
>>> panel = np.random.default_rng(0).standard_normal((3, 40, 2))
>>> res = PanelVAR(panel, order=1).fit()
>>> sorted(res.slopes), len(res.params)
(['y1: y1.L1', 'y1: y2.L1', 'y2: y1.L1', 'y2: y2.L1'], 10)