HeteroskedasticSVAR.n_regimes

property HeteroskedasticSVAR.n_regimes: int

Number of declared regimes.

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VAR
>>> rng = np.random.default_rng(0)
>>> res = VAR(rng.standard_normal((121, 2)), order=1).fit()
>>> HeteroskedasticSVAR(res, ["a"] * 40 + ["b"] * 40 + ["c"] * 40).n_regimes
3