SETARResult._summary_table#

SETARResult._summary_table()[source]#

Structured summary rendered by every display path.

Return type:

SummaryTable

Returns:

One row per coefficient in params order; the notes carry the regime-wise stability verdict, the regime split, whether the delay was searched, whether the transition variable is external, the identification caveat and the absence of standard errors.

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()
>>> table = SETAR(y, order=1, delay=1).fit()._summary_table()
>>> table.title, len(table.notes)
('SETAR(1, d=1) Results', 4)
>>> [row[0] for row in table.rows]
['lower.const', 'lower.ar.L1', 'upper.const', 'upper.ar.L1', 'threshold', 'sigma2']
>>> len(SETAR(y, order=2).fit()._summary_table().notes)
5