MarkovSwitchingVARResult.regime#

MarkovSwitchingVARResult.regime(index)[source]#

One regime’s closed-system view, identity-stable across calls.

Parameters:

index (int) – Regime label in 0..M-1, under the fit’s ordering convention.

Return type:

_RegimeSystemResult

Returns:

The RegimeSystemResult. The same object every call, so an identification result built from it remembers its source by identity.

Raises:

SpecificationError – If index is out of range.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> s = np.repeat([0, 1, 0, 1], 100)
>>> y = np.array([[-1.0, -0.5], [1.5, 1.0]])[s] + 0.4 * rng.standard_normal((400, 2))
>>> res = MarkovSwitchingVAR(y, order=1, n_regimes=2).fit(seed=0)
>>> view = res.regime(1)
>>> view is res.regime(1), view.index, view.is_stable, view.ma_representation(2).shape
(True, 1, True, (3, 2, 2))
>>> res.regime(2)
Traceback (most recent call last):
cultivars.exceptions.SpecificationError: regime must be in 0..1; got 2.