MarkovSwitchingDFMResult._summary_table

MarkovSwitchingDFMResult._summary_table()

Structured summary rendered by every display path.

One row per series with its loading and idiosyncratic variance; notes with the factor dynamics and regime intercepts, the expected durations and the low-state share, the likelihood approximation, the identification convention and the chronology accessor.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> res = MarkovSwitchingDFMResult(
...     panel=np.zeros((80, 3)), series_names=("ip", "emp", "sales"),
...     loadings=np.array([1.0, 0.8, 1.2]), idiosyncratic_var=np.full(3, 0.3),
...     phi=0.6, sigma_v=0.5, mu=np.array([-1.5, 0.5]),
...     regime_transition=np.array([[0.8, 0.2], [0.05, 0.95]]),
...     factor=np.zeros(80), filtered_prob=np.full((80, 2), 0.5),
...     smoothed_prob=np.tile([0.1, 0.9], (80, 1)), means=np.zeros(3),
...     scales=np.ones(3), llf=-100.0, n_params=11, converged=True,
... )
>>> table = res._summary_table()
>>> table.title, table.rows[1], dict(table.metadata)["Parameters"]
('Markov-Switching Dynamic Factor Results', ('emp', '0.8000', '0.3000'), '11')
>>> table.notes[1][:48]
'Expected durations: 5.0 periods (low), 20.0 (hig'