MarkovSwitchingVARResult.k_endog

property MarkovSwitchingVARResult.k_endog: int

Number of endogenous variables.

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))
>>> MarkovSwitchingVAR(y, order=1, n_regimes=2).fit(seed=0).k_endog
2