FactorAugmentedSVARResult.n_series

property FactorAugmentedSVARResult.n_series: int

Number of panel series.

Example

>>> import numpy as np
>>> from cultivars.multivariate.large_dim.factor_augmented import FAVAR
>>> rng = np.random.default_rng(0)
>>> panel, policy = rng.standard_normal((120, 5)), rng.standard_normal((120, 1))
>>> res = FAVAR(panel, policy, n_factors=1, order=1).fit()
>>> FactorAugmentedSVAR(res).identify().n_series
5