StudentBVARResult._summary_table#

StudentBVARResult._summary_table()[source]#

Build the structured summary.

Return type:

SummaryTable

Returns:

One row per equation with its own first-lag posterior mean and 68% credible interval; the metadata carries the draw bookkeeping and the degrees of freedom, marked (estimated) when they carry a posterior; the notes state the tail index’s interval or fixed value, the count of tail-event dates, the scale-versus-covariance reading, the t predictive, the absent marginal likelihood, and the stability share.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> res = StudentBVAR(y, order=1).fit(df=5.0, n_draws=30, n_burn=10, seed=0)
>>> table = res._summary_table()
>>> table.title, table.columns, len(table.rows), len(table.notes)
('Student-t BVAR(1) Results', ('equation', 'own L1 mean', '68% interval'), 2, 6)
>>> table.metadata[-1], table.notes[0]
(('df', '5.0'), 'Degrees of freedom fixed at 5 by the caller.')