FactorAugmentedSVARResult.panel_names

property FactorAugmentedSVARResult.panel_names: tuple[str, ...]

One label per 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, panel_names=list("abcde")).fit()
>>> FactorAugmentedSVAR(res).identify().panel_names
('a', 'b', 'c', 'd', 'e')