ARMAGARCHResult._summary_table#

ARMAGARCHResult._summary_table()[source]#

Structured summary rendered by every display path.

Metadata carries the joint label, the mean and variance labels separately, the sample size, the likelihood with its criteria, persistence and the parameter count; the coefficient table is params in order; the notes are _mean_notes() followed by the variance diagnostics, the unconditional variance or the reason it is withheld, and how the joint likelihood was formed.

Return type:

SummaryTable

Returns:

The SummaryTable.

Example

>>> rng = np.random.default_rng(0)
>>> res = ARMAGARCH(rng.standard_normal(500), ar_lags=1, ma_lags=1).fit()
>>> table = res._summary_table()
>>> table.title, len(table.notes)
('ARMA(1, 1)-GARCH(1, 1) Results', 6)
>>> table.metadata[2], table.metadata[4]
(('Mean', 'ARMA(1, 1)'), ('Variance', 'GARCH(1, 1)'))