VARMAResult._comparison_label#

VARMAResult._comparison_label()[source]#

Short specification label for a ranking table.

Return type:

str

Returns:

"VARMA(p, q)", with , trend=<trend> appended when the trend is not the default constant.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((200, 2))
>>> VARMA(y, order=(1, 1)).fit()._comparison_label()
'VARMA(1, 1)'
>>> VARMA(y, order=(2, 1), trend="n").fit()._comparison_label()
'VARMA(2, 1, trend=n)'