MFVAR.order#

property MFVAR.order: int[source]#

Latent autoregressive order.

Example

>>> import numpy as np
>>> A = np.stack([np.eye(2) * 0.4, np.eye(2) * 0.2])
>>> MFVAR(A, np.eye(2), kinds=["high", "flow"], period=3).order
2