VECMResult._lag_offset#

VECMResult._lag_offset[source]#

Short-run deterministic columns ahead of the lagged-difference block.

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, cointegration_trend="trend").fit()._lag_offset
2