MFVARResult._summary_table#

MFVARResult._summary_table()[source]#

Build the structured summary.

One row per variable with its frequency role and observed share; no coefficient table, because nothing was estimated. The notes carry the stability verdict of the supplied coefficients, the aggregation note pointing at MFVAR for why they were not estimated, and the Cholesky ordering; an unstable system is flagged first.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> A, S = np.array([[[0.5, 0.1], [0.0, 0.4]]]), np.eye(2)
>>> y = np.full((24, 2), np.nan)
>>> rng = np.random.default_rng(0)
>>> y[:, 0], y[2::3, 1] = rng.standard_normal(24), rng.standard_normal(8)
>>> table = MFVAR(A, S, kinds=["high", "flow"], period=3).smooth(y)._summary_table()
>>> table.title, table.rows
('MFVAR(1) Inference', (('y1', 'high', '100.0%'), ('y2', 'flow', '33.3%')))
>>> dict(table.metadata)["Sub-periods"], dict(table.metadata)["Trend"]
('3', 'n')