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.
display_paramsbool, optional: Whether or not to display the estimated parameters. Default is True.
display_diagnosticsbool, optional: Whether or not to display the standard set of diagnostic tests. Default is False.
display_params_as_listbool, optional: Whether or not to display the estimated parameters in a single list, rather than in the model-specific tables of factor loadings and factor transitions. Default is False.
truncate_endog_namesint, optional: The number of characters to show for names of observed variables. Default is 24 if there is more than one observed variable, or an unlimited number if there is only one.
display_max_endogint, optional: The maximum number of endogenous variables to display when using the model-specific tables. Default is 3.

Returns:

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