SetIdentifiedSVARResult.names#

property SetIdentifiedSVARResult.names: tuple[str, ...][source]#

Variable labels, from the reduced form.

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, names=("gdp", "infl")).fit()
>>> SetIdentifiedSVAR(res, {"gdp": "+"}).identify().names
('gdp', 'infl')