FunctionalCoefficientVARResult.state_range

property FunctionalCoefficientVARResult.state_range: tuple[float, float]

The state interval the curves are estimated on.

The first and last grid points, i.e. the trim and 1 - trim quantiles of the observed state.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((150, 2))
>>> model = FunctionalCoefficientVAR(y, order=1, transition_variable="y1")
>>> res = model.fit(bandwidth=1.0, n_grid=11, trim=0.1)
>>> low, high = res.state_range
>>> bool(np.isclose(low, np.quantile(res.state_values, 0.1)))
True
>>> bool(np.isclose(high, np.quantile(res.state_values, 0.9)))
True