VECMXResult._trailing_blocks#

VECMXResult._trailing_blocks()[source]#

The impact block, then the adjustment loadings, in design order.

Return type:

tuple[NDArray[double], ...]

Returns:

(impact.T, alpha.T) with either omitted when absent, each laid out with one row per design column.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = np.cumsum(rng.standard_normal((200, 1)), axis=0)
>>> res = VECMX(x + rng.standard_normal((200, 1)), x, order=1, rank=1).fit()
>>> [block.shape for block in res._trailing_blocks()]
[(1, 1), (1, 1)]