DFMResult._summary_table#

DFMResult._summary_table()[source]#

Build the structured summary.

Return type:

SummaryTable

Returns:

The ten series with the highest common R^2, one row each; the metadata carries the specification, the panel size and the total common variance; the notes state the factor count’s origin, the rotation caveat, the two-step caveat and that the factor VAR is a full result.

Example

>>> import numpy as np
>>> panel = np.random.default_rng(0).standard_normal((100, 12))
>>> table = DFM(panel, order=1, n_factors=2).fit()._summary_table()
>>> table.title, table.metadata[0], len(table.rows), len(table.notes)
('DFM(2) Results', ('Model', 'DFM(r=2, p=1)'), 10, 5)
>>> table.notes[1]
'The factor count was fixed by the caller.'