MIDASVARResult._comparison_label#

MIDASVARResult._comparison_label()[source]#

Short specification label for a ranking table.

Return type:

str

Returns:

"MIDASVAR(p, L)", with , trend=<trend> appended when the trend is not the default constant.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x = rng.standard_normal((240, 1))
>>> last = x[2::3, 0] + 0.1 * rng.standard_normal(80)
>>> y = np.column_stack([last, rng.standard_normal(80)])
>>> MIDASVAR(y, x, order=1, period=3).fit()._comparison_label()
'MIDASVAR(1, 3)'
>>> MIDASVAR(y, x, order=1, period=3, trend="n").fit()._comparison_label()
'MIDASVAR(1, 3, trend=n)'