GVARResult._summary_table#

GVARResult._summary_table()[source]#

Build the structured summary.

One row per unit giving its width, order and foreign-block size; no coefficient table and no information criteria, because an assembled system has no likelihood to compute them from. The notes carry the stability verdict, the assembled-not-estimated statement, the weak-exogeneity warning and the advice to prefer the generalized propagation pair; an ill-conditioned linkage is flagged first.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VARX
>>> y = np.random.default_rng(0).standard_normal((200, 2))
>>> units = [VARX(y[:, [i]], y[:, [1 - i]], order=1).fit() for i in (0, 1)]
>>> swap = np.array([[0.0, 1.0], [1.0, 0.0]])
>>> names = ("us", "eu")
>>> res = GVAR(units, swap, variable_labels=["p", "p"], unit_names=names).solve()
>>> table = res._summary_table()
>>> table.title, table.columns
('GVAR(1) Results', ('unit', 'variables', 'order', 'foreign block'))
>>> table.rows
(('us', '1', '1', '1'), ('eu', '1', '1', '1'))
>>> dict(table.metadata)["Variables"], table.notes[0].startswith("Stable: True")
('2', True)