ShortRunSVAR.overidentifying_restrictions

property ShortRunSVAR.overidentifying_restrictions: int

Restrictions beyond the count needed for exact identification.

k(k+1)/2 minus the free coefficients; zero means exactly identified and no test.

Example

>>> import numpy as np
>>> from cultivars.multivariate.reduced_form.vector_autoregression import VAR
>>> rng = np.random.default_rng(0)
>>> res = VAR(rng.standard_normal((121, 3)), order=1).fit()
>>> ShortRunSVAR(res, a=np.eye(3)).overidentifying_restrictions
3