HeteroskedasticSVAR.regime_labels

property HeteroskedasticSVAR.regime_labels: tuple[str, ...]

Regime labels, in order of first appearance.

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, ["late"] * 60 + ["early"] * 60).regime_labels
('late', 'early')