statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.summary

DynamicFactorMQResults.summary(alpha=0.05, start=None, title=None, model_name=None, display_params=True, display_diagnostics=False, display_params_as_list=False, truncate_endog_names=None, display_max_endog=3)[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.

model_namestr, optional

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: May 25, 2024