TVPVARResult._n_deterministic#

TVPVARResult._n_deterministic[source]#

Deterministic columns per equation.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> model = TVPVAR(y, order=1, training=30, trend="ct")
>>> model.fit(n_draws=12, n_burn=4, seed=0)._n_deterministic
2