VECMResult._comparison_label#

VECMResult._comparison_label()[source]#

Short specification label for a ranking table.

Return type:

str

Returns:

"VECM(p, r=<rank>, <case>)".

Example

>>> import numpy as np
>>> y = np.cumsum(np.random.default_rng(0).standard_normal((200, 2)), axis=0)
>>> VECM(y, order=2, rank=1).fit()._comparison_label()
'VECM(2, r=1, constant)'