ARMAGARCHResult._mean_notes#

ARMAGARCHResult._mean_notes()[source]#

Diagnostics for the conditional-mean block.

One line with the stationarity verdict and largest companion modulus, extended with the invertibility verdict when a moving-average block exists, then a line saying whether those verdicts describe the data or verify the transform.

Return type:

list[str]

Returns:

One or two note strings.

Example

>>> rng = np.random.default_rng(0)
>>> notes = ARGARCH(rng.standard_normal(500), ar_lags=1).fit()._mean_notes()
>>> len(notes), notes[0][:22], notes[1][:22]
(2, 'Mean: stationary True ', 'The mean is a regressi')