BVARResult.names#
- BVARResult.names: tuple[str, ...]#
Variable labels, one per column of
endog, in column order.They name the equations of
beta_meanand the lag blocks ofcoefficients, and they are the order in which each draw’s Cholesky factor is applied, so forirf()andirf_bands()withorthogonalized=Truethis order is the recursive identifying assumption.