PanelVARResult._deterministic_labels#

PanelVARResult._deterministic_labels()[source]#

One intercept name per unit under fixed effects, otherwise the trend block.

Example

>>> import numpy as np
>>> panel = np.random.default_rng(0).standard_normal((2, 40, 2))
>>> PanelVAR(panel, order=1, unit_names=["a", "b"]).fit()._deterministic_labels()
('const[a]', 'const[b]')
>>> PanelVAR(panel, order=1, effects="none", trend="ct").fit()._deterministic_labels()
('const', 'trend')
Return type:

tuple[str, ...]