def resid(self):
"""
Returns the DataFrame containing the residuals of the VAR regressions.
Each column x1 contains the residuals generated by regressing the x1
column of the input against the lagged input.
Returns
-------
DataFrame
"""
d = dict([(key, value.resid)
for (key, value) in self.ols_results.iteritems()])
return Panel.fromDict(d)
def _aggregate_generic(self, func, *args, **kwargs):
result = {}
axis = self.axis
obj = self._obj_with_exclusions
for name in self.primary:
data = self.get_group(name, obj=obj)
try:
result[name] = func(data, *args, **kwargs)
except Exception:
wrapper = lambda x: func(x, *args, **kwargs)
result[name] = data.apply(wrapper, axis=axis)
result = Panel.fromDict(result, intersect=False)
if axis > 0:
result = result.swapaxes(0, axis)
return result
def _prep_panel_data(data):
"""Converts the given data into a Panel."""
if isinstance(data, Panel):
return data
return Panel.fromDict(data)
