MIDASVARResult._trailing_labels#

MIDASVARResult._trailing_labels()[source]#

Compressed-regressor column names.

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)])
>>> res = MIDASVAR(y, x, order=1, period=3, exog_names=["ip"]).fit()
>>> res._trailing_labels(), res._regressor_labels()
(('ip',), ('const', 'y1.L1', 'y2.L1', 'ip'))
Return type:

tuple[str, ...]