MIDASVAR.period

property MIDASVAR.period: int

Sub-periods per low-frequency period.

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).period
3