RegimeSystemResult#

cultivars.multivariate.regime_switching.markov_switching.RegimeSystemResult[source]#: alias of _RegimeSystemResult

Attributes#

`index`
`names`
`order`
`trend`
`coefficients`
`deterministic`
`sigma_u`
`resid`
`weight`
`nobs`
`is_stable`	Whether this regime, read as a linear VAR, is stable.
`k_endog`	Number of endogenous variables.

`ma_representation`([horizon])	Moving-average matrices of this regime, held frozen.
`stability_check`()	Companion-eigenvalue verdict for this regime's lag stack.