VECMResult._trailing_labels#

VECMResult._trailing_labels()[source]#

Error-correction column names.

Return type:

tuple[str, ...]

Returns:

("ec1", ..., "ec<r>").

Example

>>> import numpy as np
>>> y = np.cumsum(np.random.default_rng(0).standard_normal((200, 3)), axis=0)
>>> VECM(y, order=1, rank=2).fit()._trailing_labels()
('ec1', 'ec2')