VECMResult._pivot

VECMResult._pivot(on)

The loadings of variable on across the cointegrating vectors, validated.

The row of beta that normalized_beta() divides by and normalized_alpha() multiplies by, checked once here so the two normalizations accept and refuse exactly the same on.

Parameters:

on (int) – Index of the variable that carries the normalization.

Return type:

NDArray[double]

Returns:

The (r,) row beta[on], empty when the rank is zero.

Raises:

SpecificationError – If the index is out of range, or the loading is numerically zero in some vector, which means the normalization would divide by nothing and another variable should carry it.