MarkovSwitchingSVARResult._summary_table#

MarkovSwitchingSVARResult._summary_table()[source]#

Structured summary rendered by every display path.

One row per regime holding the absolute impact diagonal of each identified shock, so the table shows how the shocks’ sizes move with the regime; the scheme’s own restriction note first, then the common-restriction, frozen-regime and label-ordering notes.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> s = np.repeat([0, 1, 0, 1], 100)
>>> y = np.array([[-1.0, -0.5], [1.5, 1.0]])[s] + 0.4 * rng.standard_normal((400, 2))
>>> res = MarkovSwitchingVAR(y, order=1, n_regimes=2, names=("a", "b")).fit(seed=0)
>>> table = MarkovSwitchingSVAR(res).identify()._summary_table()
>>> table.title, table.columns
('MS-SVAR (recursive) Results', ('impact |diag| of', 'a', 'b'))
>>> [row[0] for row in table.rows]
['regime 0', 'regime 1']
>>> dict(table.metadata)["Reduced form"], len(table.notes)
('MSIH(2)-VAR(1)', 4)