FactorAugmentedSVARResult._summary_table#

FactorAugmentedSVARResult._summary_table()[source]#

Structured summary rendered by every display path.

The factor-space impact matrix as the table, the scheme and the panel size in the metadata, the scheme’s own restriction note first, then the panel-scale and rotation-invariance notes, and a contamination warning when the reduced form ran without slow-variable cleaning.

Return type:

SummaryTable

Returns:

The SummaryTable behind summary().

Example

>>> import numpy as np
>>> from cultivars.multivariate.large_dim.factor_augmented import FAVAR
>>> rng = np.random.default_rng(0)
>>> panel, policy = rng.standard_normal((120, 5)), rng.standard_normal((120, 1))
>>> names = list("abcde")
>>> raw = FAVAR(panel, policy, n_factors=1, order=1, panel_names=names).fit()
>>> table = FactorAugmentedSVAR(raw).identify()._summary_table()
>>> table.title, table.columns, dict(table.metadata)["Slow-variable cleaning"]
('Structural FAVAR (recursive)', ('factor impact of', 'f1', 'y1'), 'no')
>>> len(table.notes), table.notes[-1][:50]
(4, 'The reduced form ran without the slow-variable cle')
>>> cleaned = FAVAR(
...     panel, policy, n_factors=1, order=1, panel_names=names, slow=names[:3]
... ).fit()
>>> len(FactorAugmentedSVAR(cleaned).identify()._summary_table().notes)
3