ARMAFIGARCHResult._summary_table#

ARMAFIGARCHResult._summary_table()[source]#

Structured summary rendered by every display path.

Metadata carries the joint label, the mean label, truncation lag, sample size, the likelihood with its criteria, d and the parameter count; the coefficient table is params in order; the notes give the mean verdicts and whether they describe the data or the transform, the long-memory verdict with the reason no half-life exists, and how the joint likelihood was formed.

Return type:

SummaryTable

Returns:

The SummaryTable.

Example

>>> rng = np.random.default_rng(0)
>>> res = ARMAFIGARCH(rng.standard_normal(600), ar_lags=1, ma_lags=1).fit()
>>> table = res._summary_table()
>>> table.title, table.metadata[8][0], len(table.notes)
('ARMA(1, 1)-FIGARCH(1, d, 1) Results', 'd', 5)
>>> len(ARMAFIGARCH(res.endog, ar_lags=1, ma_lags=0).fit()._summary_table().notes)
4