statsmodels.tsa.statespace.varmax.VARMAXResults.summary

VARMAXResults.summary(alpha=0.05, start=None, separate_params=True)[source]

Summarize the Model

Parameters:
alphafloat, optional

Significance level for the confidence intervals. Default is 0.05.

startint, optional

Integer of the start observation. Default is 0.

model_namestr

The name of the model used. Default is to use model class name.

Returns:
summarySummary instance

This holds the summary table and text, which can be printed or converted to various output formats.


Last update: Nov 14, 2024