FunctionalCoefficientVARResult._summary_table#

FunctionalCoefficientVARResult._summary_table()[source]#

Build the structured summary.

Return type:

SummaryTable

Returns:

One row per equation with its own first-lag coefficient at the low and high ends of the state range; the metadata names the state, its delay and range, the kernel and the grid; the notes state the bandwidth’s provenance, the effective parameter count and the absent likelihood, the largest local companion root, the conditional nature of the bands, the no-extrapolation rule and the frozen-coefficient reading of irf.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((150, 2))
>>> res = FunctionalCoefficientVAR(y, order=1, transition_variable="y1").fit(
...     bandwidth=1.0, n_grid=11
... )
>>> table = res._summary_table()
>>> table.title, len(table.rows), len(table.notes)
('Functional-coefficient VAR(1) Results', 2, 6)
>>> table.columns
('equation', 'own L1 at state low', 'own L1 at state high')
>>> table.metadata[1], table.metadata[3]
(('State', 'y1 (delay 1)'), ('Kernel', 'Epanechnikov, local linear'))
>>> table.notes[0]
'Bandwidth 1 stated by the caller.'