VECMXResult._from_fit#

classmethod VECMXResult._from_fit(fit, model)[source]#

Assemble the public result from the internal fit and its model.

Annotated at the parent’s binding rather than narrowed to the conditional model, which would be a contravariance violation. Nothing is lost: the exogenous block lives on the shared base, because a closed system is the case where it happens to be empty.

Parameters:

  • fit (_VectorErrorCorrectionFit) – The packed reduced-rank fit, with its impact block.

  • model (_VectorErrorCorrectionModel[Self]) – The model that produced it, read for both samples, both label sets, the order, the rank, the Johansen case and the contemporaneous flag.

Return type:

Self

Returns:

A populated conditional result.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = np.cumsum(rng.standard_normal((200, 1)), axis=0)
>>> y = x + rng.standard_normal((200, 1))
>>> model = VECMX(y, x, order=1, rank=1, contemporaneous=False)
>>> res = VECMXResult._from_fit(model._fit_family(), model)
>>> res.contemporaneous, res.impact.shape, res.exog_names
(False, (1, 0), ('x1',))