statsmodels.tsa.statespace.varmax.VARMAXResults.summary

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

Return type:

Summary instance