FAVARResult.n_series

property FAVARResult.n_series: int

Number of panel series.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = FAVAR(
...     rng.standard_normal((120, 8)), rng.standard_normal((120, 2)),
...     n_factors=2, order=1,
... ).fit()
>>> res.n_series, res.n_factors, res.factors.k_endog
(8, 2, 4)