TVARResult.equation#

TVARResult.equation(name, *, regime)[source]#

One equation of one regime, keyed by regressor.

Parameters:
  • name (str) – An endogenous variable.

  • regime (Literal['lower', 'upper']) – Which regime’s coefficients to read.

Return type:

dict[str, float]

Returns:

Deterministic terms, then endogenous lags, in design order.

Raises:

SpecificationError – If the variable or regime is unknown.