PanelVARResult._sample_blocks#

PanelVARResult._sample_blocks[source]#

One half-open residual span per unit, in stacking order.

The inference mixin reads residual history through these spans, so lagged cross-products never pair the last residual of one unit with the first of the next.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> units = [rng.standard_normal((n, 2)) for n in (60, 45)]
>>> PanelVAR(units, order=2).fit()._sample_blocks
((0, 58), (58, 101))