VECMXResult._comparison_label#

VECMXResult._comparison_label()[source]#

Short specification label for a ranking table.

Return type:

str

Returns:

"VECMX(p, r=<rank>, kx=<k_x>)".

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = np.cumsum(rng.standard_normal((200, 1)), axis=0)
>>> res = VECMX(x + rng.standard_normal((200, 1)), x, order=2, rank=1).fit()
>>> res._comparison_label()
'VECMX(2, r=1, kx=1)'