FunctionalCoefficientVARResult._regressor_labels#

FunctionalCoefficientVARResult._regressor_labels()[source]#

Per-equation regressor labels, in design order.

Return type:

tuple[str, ...]

Returns:

Deterministic labels first ("const", "trend"), then "{name}.L{lag}" lag by lag, variable by variable within a lag – the column order of curves.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((150, 2))
>>> model = FunctionalCoefficientVAR(y, order=2, transition_variable="y1")
>>> model.fit(bandwidth=1.0, n_grid=11)._regressor_labels()
('const', 'y1.L1', 'y2.L1', 'y1.L2', 'y2.L2')