statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults.summary#

DynamicFactorResults.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.
titlestr, optional: The title used for the summary table. Default is “Statespace Model Results”.
model_namestr: The name of the model used. Default is to use model class name.
display_paramsbool, optional: Whether or not to display the table of estimated parameters. Default is True.
display_diagnosticsbool, optional: Whether or not to display the table of residual diagnostic tests. Default is True.
truncate_endog_namesint or bool, optional: The number of characters to which to truncate the names of the endogenous variables. Default is False for univariate models and 24 for multivariate models.
display_max_endogint, optional: The maximum number of endogenous variables to display in the summary tables. Default is to always display all endogenous variables.
extra_top_leftlist, optional: Additional elements to add to the top left table of the summary.
extra_top_rightlist, optional: Additional elements to add to the top right table of the summary.

Returns:

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