MixedSVAR.n_restrictions

property MixedSVAR.n_restrictions: int

Declared restrictions across both horizons, always k(k-1)/2.

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()
>>> nan = np.nan
>>> pattern = [[nan, 0.0, 0.0], [nan, nan, 0.0], [nan, nan, nan]]
>>> MixedSVAR(res, long_run=pattern).n_restrictions
3