MIDASVAR.exog_high# property MIDASVAR.exog_high: NDArray[float64][source]# The validated high-frequency panel. Example >>> import numpy as np >>> rng = np.random.default_rng(0) >>> x, y = rng.standard_normal((60, 1)), rng.standard_normal((20, 2)) >>> MIDASVAR(y, x, order=1, period=3).exog_high.shape (60, 1)
