VAR.fit#

VAR.fit()[source]#

Estimate the system and return the fitted result.

Return type:

VARResult

Returns:

A VARResult.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = VAR(rng.standard_normal((120, 3)), order=2, trend="n").fit()
>>> res.coefficients.shape, res.deterministic.shape, res.nobs
((2, 3, 3), (0, 3), 118)