ShortRunSVAR.n_free

property ShortRunSVAR.n_free: int

Free coefficients across both matrices.

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()
>>> ShortRunSVAR(res, a=[[1, 0, 0], [np.nan, 1, 0], [np.nan, np.nan, 1]]).n_free
6