QVARResult._summary_table#

QVARResult._summary_table()[source]#

Build the structured summary.

Return type:

SummaryTable

Returns:

One row per equation with its own first-lag coefficient at the lowest and highest estimated levels and its R1 at the lowest; the metadata lists the levels; the notes state the check-loss nature of the fit and its absent likelihood, the largest companion root across levels, the crossing share, the reduced-form reading of irf, the one-step forecast rule, and the absence of standard errors.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> table = QVAR(y, order=1).fit(quantiles=(0.1, 0.5, 0.9))._summary_table()
>>> table.title, len(table.rows), len(table.notes)
('QVAR(1) Results', 2, 6)
>>> table.columns
('equation', 'own L1 (tau=0.1)', 'own L1 (tau=0.9)', 'R1 (tau=0.1)')
>>> table.metadata[1]
('Levels', '0.1, 0.5, 0.9')
>>> QVAR(y, order=0).fit(quantiles=(0.5,))._summary_table().rows[0][1:3]
('-', '-')