GARCHResult._comparison_label#

GARCHResult._comparison_label()[source]#

Specification label used when this result appears in a ranking.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(400)
>>> GARCH(y, p=1, q=1).fit()._comparison_label()
'GARCH(1, 1)'
>>> GJR(y, p=1, o=1, q=1).fit()._comparison_label()
'GJR(1, 1, 1)'
Return type:

str