statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults.summary

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

Summarize the Model

Parameters:

alpha : float, optional

Significance level for the confidence intervals. Default is 0.05.

start : int, optional

Integer of the start observation. Default is 0.

model_name : string

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

Returns:

summary : Summary instance

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