MarkovSwitchingARResult.params#

property MarkovSwitchingARResult.params: dict[str, float][source]#

Estimated parameters keyed by display name, in table order.

Regime-indexed names carry the regime in brackets, and transition entries read p[i->j]. All K**2 transition entries appear even though only K(K-1) are free, because a row displayed without its final element is harder to read than one whose redundancy is stated in the notes.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = MarkovSwitchingAR(rng.standard_normal(300), order=1).fit(seed=0, n_init=2)
>>> list(res.params)[:4]
['const[0]', 'ar.L1[0]', 'const[1]', 'ar.L1[1]']
>>> list(res.params)[-4:]
['p[0->0]', 'p[0->1]', 'p[1->0]', 'p[1->1]']