VECMResult._trailing_blocks#

VECMResult._trailing_blocks()[source]#

The adjustment loadings, laid out as design rows.

Return type:

tuple[NDArray[double], ...]

Returns:

(alpha.T,) – the (r, k) block whose rows match the error-correction columns – or () at rank zero.

Example

>>> import numpy as np
>>> y = np.cumsum(np.random.default_rng(0).standard_normal((200, 2)), axis=0)
>>> res = VECM(y, order=2, rank=1).fit()
>>> res._trailing_blocks()[0].shape, VECM(y, order=2, rank=0).fit()._trailing_blocks()
((1, 2), ())