VARResult._comparison_label

VARResult._comparison_label()

Short specification label for a ranking table.

The trend is named only when it is not the default constant.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal((120, 2))
>>> VAR(y, order=2).fit()._comparison_label()
'VAR(2)'
>>> VAR(y, order=1, trend="ct").fit()._comparison_label()
'VAR(1, trend=ct)'

Return type:

str