SignRestrictedSVARResult.k_endog

property SignRestrictedSVARResult.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()
>>> SignRestrictedSVAR(res, {"d": {"y1": "+"}}, draws=5).identify().k_endog
3