STVARResult._summary_table#

STVARResult._summary_table()[source]#

Build the structured summary.

Return type:

SummaryTable

Returns:

The observed-regime rows (own first lag in each regime) and metadata, with gamma appended; the notes state regime-wise stationarity, the transition’s shape, speed, scale and mean upper weight, the common-covariance rationale, an abruptness warning when is_effectively_abrupt, the non-identification of the transition under linearity, the regime-conditional reading of the propagation methods, and the absence of standard errors.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((200, 2))
>>> table = STVAR(y, order=1, transition_variable="y1").fit()._summary_table()
>>> table.title, table.columns, len(table.rows)
('STVAR(1, logistic, d=1) Results', ('equation', 'lower own L1', 'upper own L1'), 2)
>>> table.metadata[-1][0], len(table.notes) in (6, 7)
('Gamma', True)
>>> table.notes[1].startswith("Transition: logistic, monotone")
True