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DOC: fixed VAR summary output
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wesm committed Jul 8, 2011
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42 changes: 21 additions & 21 deletions scikits/statsmodels/docs/source/vector_ar.rst
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Expand Up @@ -73,8 +73,8 @@ information criterion (see below):
==================================
Model: VAR
Method: OLS
Date: Thu, 24, Feb, 2011
Time: 18:55:52
Date: Fri, 08, Jul, 2011
Time: 11:30:22
--------------------------------------------------------------------
No. of Equations: 3.00000 BIC: -27.5830
Nobs: 200.000 HQIC: -27.7892
Expand All @@ -86,37 +86,37 @@ information criterion (see below):
coefficient std. error t-stat prob
------------------------------------------------------------------------------
const 0.001527 0.001119 1.365 0.174
L1.realgdp 0.005460 0.000969 5.634 0.000
L1.realcons -0.023903 0.005863 -4.077 0.000
L1.realinv -0.279435 0.169663 -1.647 0.101
L2.realgdp -0.100468 0.146924 -0.684 0.495
L2.realcons -1.970974 0.888892 -2.217 0.028
L2.realinv 0.675016 0.131285 5.142 0.000
L1.realgdp -0.279435 0.169663 -1.647 0.101
L1.realcons 0.675016 0.131285 5.142 0.000
L1.realinv 0.033219 0.026194 1.268 0.206
L2.realgdp 0.008221 0.173522 0.047 0.962
L2.realcons 0.290458 0.145904 1.991 0.048
L2.realinv -0.007321 0.025786 -0.284 0.777
==============================================================================

Results for equation realcons
==============================================================================
coefficient std. error t-stat prob
------------------------------------------------------------------------------
const 0.268640 0.113690 2.363 0.019
L1.realgdp 4.414162 0.687825 6.418 0.000
L1.realcons 0.033219 0.026194 1.268 0.206
const 0.005460 0.000969 5.634 0.000
L1.realgdp -0.100468 0.146924 -0.684 0.495
L1.realcons 0.268640 0.113690 2.363 0.019
L1.realinv 0.025739 0.022683 1.135 0.258
L2.realgdp 0.225479 0.137234 1.643 0.102
L2.realcons 0.008221 0.173522 0.047 0.962
L2.realinv -0.123174 0.150267 -0.820 0.413
L2.realgdp -0.123174 0.150267 -0.820 0.413
L2.realcons 0.232499 0.126350 1.840 0.067
L2.realinv 0.023504 0.022330 1.053 0.294
==============================================================================

Results for equation realinv
==============================================================================
coefficient std. error t-stat prob
------------------------------------------------------------------------------
const 0.380786 0.909114 0.419 0.676
L1.realgdp 0.290458 0.145904 1.991 0.048
L1.realcons 0.232499 0.126350 1.840 0.067
L1.realinv 0.800281 0.764416 1.047 0.296
L2.realgdp -0.007321 0.025786 -0.284 0.777
L2.realcons 0.023504 0.022330 1.053 0.294
const -0.023903 0.005863 -4.077 0.000
L1.realgdp -1.970974 0.888892 -2.217 0.028
L1.realcons 4.414162 0.687825 6.418 0.000
L1.realinv 0.225479 0.137234 1.643 0.102
L2.realgdp 0.380786 0.909114 0.419 0.676
L2.realcons 0.800281 0.764416 1.047 0.296
L2.realinv -0.124079 0.135098 -0.918 0.360
==============================================================================

Expand Down Expand Up @@ -446,7 +446,7 @@ The forecasts can be visualized using `plot_forecast`:

::

>>> var.plot_forecast(2)
>>> var.plot_forecast(2)

Class Reference
---------------
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