VARMAResult._summary_table#

VARMAResult._summary_table()[source]#

Build the structured summary.

The coefficient table with the autoregressive block first and the lagged-innovation block last; metadata pairing the fit statistics with the long autoregressive order and the refinement flag; notes on stability, invertibility, the conditional standard errors, the identification caveat, and the Cholesky ordering, with a skipped refinement explained and an unstable system flagged first.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((200, 2))
>>> table = VARMA(y, order=(1, 1)).fit()._summary_table()
>>> table.title, dict(table.metadata)["Long AR order"], dict(table.metadata)["Refined"]
('VARMA(1, 1) Results', '15', 'True')
>>> [row[0] for row in table.rows][:5]
['y1: const', 'y1: y1.L1', 'y1: y2.L1', 'y1: u[y1].L1', 'y1: u[y2].L1']
>>> table.notes[1][:11]
'Invertible:'