SetIdentifiedSVARResult.k_endog

property SetIdentifiedSVARResult.k_endog: int

Number of variables.

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, 3)), order=1).fit()
>>> SetIdentifiedSVAR(res, {"y1": "+"}).identify().k_endog
3