MarkovSwitchingVARResult._summary_table#

MarkovSwitchingVARResult._summary_table()[source]#

Structured summary rendered by every display path.

The transition matrix as the one coefficient row, the criteria and convergence in the metadata, and notes on regime-wise stability, the ordering convention, posterior sharpness, the per-regime composition hook and the refused regime-count test; a non-convergence warning goes first when the refining run did not meet its tolerance. Per-regime coefficients are in regime_table() and on each regime() view.

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).fit(seed=0)
>>> table = res._summary_table()
>>> table.title, table.rows[0][0]
('MSIH(2)-VAR(1) Results', 'transition')
>>> table.columns
('', 'p[0->0]', 'p[0->1]', 'p[1->0]', 'p[1->1]')
>>> dict(table.metadata)["Regimes"], len(table.notes), table.notes[0][:25]
('2', 5, 'Regime-wise stable: True;')