MultipleBreakTest.summary#
- MultipleBreakTest.summary()[source]#
Render as a table over the number of breaks.
One row per count with its SSR, both criteria, and the partition’s dates, under a header naming the selection; the sequential tests follow as notes, one line each with statistic and p-value.
- Return type:
- Returns:
The
SummaryTable, rendered by itsto_text()and_repr_html_().
Example
>>> import numpy as np >>> rng = np.random.default_rng(0) >>> y = np.concatenate([rng.standard_normal(100), 2.0 + rng.standard_normal(100)]) >>> table = bai_perron(y, max_breaks=2, seed=0).summary() >>> table.columns ('breaks', 'SSR', 'BIC', 'LWZ', 'dates') >>> table.rows[1][0], table.rows[1][-1] ('1', '100') >>> table.notes[0][:12] 'sup F(1 | 0)'