ARMAGARCHResult._comparison_label

ARMAGARCHResult._comparison_label()

Specification label used when this result appears in a ranking.

The mean is named by _mean_label so a pure autoregression reads AR(p) rather than ARMA(p, 0).

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(500)
>>> ARMAGARCH(y, ar_lags=1, ma_lags=1).fit()._comparison_label()
'ARMA(1, 1)-GARCH(1, 1)'
>>> ARGARCH(y, ar_lags=2).fit()._comparison_label()
'AR(2)-GARCH(1, 1)'

Return type:

str