DynamicNelsonSiegelResult._comparison_label

DynamicNelsonSiegelResult._comparison_label()

Specification label used when this result appears in a ranking.

Example

>>> import numpy as np
>>> res = DynamicNelsonSiegelResult(
...     panel=np.zeros((30, 4)), maturities=np.array([1.0, 2.0, 5.0, 10.0]),
...     decay=0.6, decay_fixed=False, mu=np.zeros(3), ar=np.full(3, 0.9),
...     state_innovation_cov=np.eye(3), measurement_var=np.full(4, 0.01),
...     factors=np.zeros((30, 3)), factor_cov=np.tile(np.eye(3), (30, 1, 1)),
...     llf=0.0, nobs=30, n_params=17.0,
... )
>>> res._comparison_label()
'DNS(lambda estimated)'

Return type:

str