SETARResult._comparison_label#

SETARResult._comparison_label()[source]#

Specification label used when this result appears in a ranking.

Return type:

str

Returns:

"SETAR(p, d=k)" or "TAR(p, d=k)".

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = np.zeros(300)
>>> for t in range(1, 300):
...     y[t] = (0.6 if y[t - 1] <= 0.0 else -0.4) * y[t - 1] + rng.standard_normal()
>>> SETAR(y, order=2).fit()._comparison_label()
'SETAR(2, d=1)'