TVPSVARResult.nobs

property TVPSVARResult.nobs: int

Estimation rows, the length of the impact path.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> source = TVPVAR(y, order=1, training=30).fit(n_draws=12, n_burn=4, seed=0)
>>> svar = TVPSVAR(source).identify()
>>> svar.nobs == source.nobs == svar.impacts.shape[0]
True