PanelVARResult.unit_residuals

PanelVARResult.unit_residuals(unit)

One unit’s residuals.

Parameters:

unit (str) – A unit label.

Return type:

NDArray[double]

Returns:

A (T_i - p, k) view into resid.

Raises:

SpecificationError – If the unit is unknown.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> units = [rng.standard_normal((n, 2)) for n in (60, 45)]
>>> res = PanelVAR(units, order=1).fit()
>>> res.unit_residuals("unit2").shape
(44, 2)
>>> bool(np.allclose(res.unit_residuals("unit2"), res.resid[59:]))
True