FunctionalVARResult.nobs

property FunctionalVARResult.nobs: int

Number of curves in the sample.

The factor VAR’s own nobs is smaller by its order, because the first order curves serve only as lags.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> grid = np.linspace(0.0, 1.0, 25)
>>> curves = 0.1 * np.cumsum(rng.standard_normal(80))[:, None] + np.sin(np.pi * grid)
>>> res = FunctionalVAR(curves, grid, order=2).fit()
>>> res.nobs, res.factors.nobs
(80, 78)