VARMAResult._trailing_labels#

VARMAResult._trailing_labels()[source]#

Moving-average column names, innovation lag by innovation lag.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((200, 2))
>>> VARMA(y, order=(1, 2), names=["a", "b"]).fit()._trailing_labels()
('u[a].L1', 'u[b].L1', 'u[a].L2', 'u[b].L2')
Return type:

tuple[str, ...]