VECMResult._deterministic_labels#

VECMResult._deterministic_labels()[source]#

Unrestricted deterministic column names of the short-run equation.

Return type:

tuple[str, ...]

Returns:

(), ("const",) or ("const", "trend") according to the rows of short_run_deterministic; a restricted term is not a column here.

Example

>>> import numpy as np
>>> y = np.cumsum(np.random.default_rng(0).standard_normal((200, 2)), axis=0)
>>> VECM(y, order=2, rank=1).fit()._deterministic_labels()
('const',)
>>> restricted = VECM(y, order=2, rank=1, cointegration_trend="restricted_constant")
>>> restricted.fit()._deterministic_labels()
()