LongRunSVAR.ordering

property LongRunSVAR.ordering: tuple[str, ...]

The declared ordering of permanence, most permanent first.

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=("dy", "u")).fit()
>>> LongRunSVAR(res).ordering, LongRunSVAR(res, order=("u", "dy")).ordering
(('dy', 'u'), ('u', 'dy'))