PanelVARResult._summary_table#

PanelVARResult._summary_table()[source]#

Build the structured summary.

Under unit effects the coefficient rows are the pooled slopes only – the N intercepts are nuisance parameters, listed in unit_effects – and a Nickell-bias note names the shortest unit; under effects="none" every parameter is listed. The remaining notes state the pooling assumption, the within-unit lag construction and the Cholesky ordering, with an unstable system flagged first.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> units = [rng.standard_normal((n, 2)) for n in (60, 45, 90)]
>>> table = PanelVAR(units, order=1).fit()._summary_table()
>>> table.title, dict(table.metadata)["Shortest T"], len(table.rows)
('Panel VAR(1) Results', '45', 4)
>>> table.notes[3][:14]
'Nickell bias: '