StudentBVARResult.df_estimated

property StudentBVARResult.df_estimated: bool

Whether the degrees of freedom carry a posterior.

True when fit was called with df=None and df_draws holds one value per kept draw; False when the caller stated the tail index.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> model = StudentBVAR(y, order=1)
>>> model.fit(n_draws=30, n_burn=10, seed=0).df_estimated
True
>>> model.fit(df=5.0, n_draws=30, n_burn=10, seed=0).df_estimated
False