MarkovSwitchingSVARResult.names

property MarkovSwitchingSVARResult.names: tuple[str, ...]

Variable labels, in column order.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> s = np.repeat([0, 1, 0, 1], 100)
>>> y = np.array([[-1.0, -0.5], [1.5, 1.0]])[s] + 0.4 * rng.standard_normal((400, 2))
>>> res = MarkovSwitchingVAR(y, order=1, n_regimes=2, names=("a", "b")).fit(seed=0)
>>> MarkovSwitchingSVAR(res).identify().names
('a', 'b')