ARMAFIGARCHResult._comparison_label#

ARMAFIGARCHResult._comparison_label()[source]#

Specification label used when this result appears in a ranking.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(600)
>>> ARMAFIGARCH(y, ar_lags=1, ma_lags=1).fit()._comparison_label()
'ARMA(1, 1)-FIGARCH(1, d, 1)'
>>> ARMAFIGARCH(y, ar_lags=2, ma_lags=0).fit()._comparison_label()
'AR(2)-FIGARCH(1, d, 1)'
Return type:

str