VARXResult._trailing_labels#

VARXResult._trailing_labels()[source]#

Distributed-lag column names, contemporaneous term first.

Return type:

tuple[str, ...]

Returns:

m (s + 1) labels, the contemporaneous term under the bare exogenous name and lag j under "{name}.L{j}".

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y, x = rng.standard_normal((120, 2)), rng.standard_normal((120, 2))
>>> VARX(y, x, order=1, exog_order=1, exog_names=("r", "q")).fit()._trailing_labels()
('r', 'q', 'r.L1', 'q.L1')