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:
  • alpha (float, optional) – Significance level for the confidence intervals. Default is 0.05.

  • start (int, optional) – Integer of the start observation. Default is 0.

  • title (str, optional) – The title used for the summary table.

  • model_name (str, optional) – 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