{% extends 'common/base_v2.html' %} {% block summary %}

Panel VAR Results

{% if model_info and model_info.endog_names %}

Endogenous variables: {{ model_info.endog_names|join(', ') }}

{% endif %}
Equations (K)
{{ model_info.K|default('--') if model_info else '--' }}
Lags (p)
{{ model_info.p|default('--') if model_info else '--' }}
Entities (N)
{{ model_info.N|default('--')|number_format if model_info else '--' }}
Stability
{% if stability is defined and stability %} {{ 'Stable' if stability.is_stable else 'Unstable' }} {% else %} -- {% endif %}
{% endblock %} {% block content %}
{% if charts %} {% endif %}

Equation Estimates

{% if equations %} {% for eq in equations %}

{{ loop.index }} Equation: {{ eq.name }}

{% for coef in eq.coefficients %} {% endfor %}
Regressor Coefficient Std. Error t-stat p-value
{{ coef.name }} {{ coef.coef|round(4) }} {{ coef.se|round(4) }} {{ coef.tstat|round(3) }} {{ coef.pvalue|pvalue_format }} {{ coef.stars }}
{% endfor %}

Significance: * p<0.1, ** p<0.05, *** p<0.01

{% else %}

No equation data available.

{% endif %}

Model Information & Criteria

Method{{ model_info.method|default('--') if model_info else '--' }}
Covariance type{{ model_info.cov_type|default('--') if model_info else '--' }}
Observations{{ model_info.n_obs|default('--')|number_format if model_info else '--' }}

Information Criteria

Log-Likelihood{{ diagnostics.loglik|default('--')|round(4) if diagnostics else '--' }}
AIC{{ diagnostics.aic|default('--')|round(2) if diagnostics else '--' }}
BIC{{ diagnostics.bic|default('--')|round(2) if diagnostics else '--' }}
HQIC{{ diagnostics.hqic|default('--')|round(2) if diagnostics else '--' }}

Model Selection

  • AIC: Akaike Information Criterion (favors model fit, may overfit)
  • BIC: Bayesian Information Criterion (stronger penalty for complexity)
  • HQIC: Hannan-Quinn Information Criterion (compromise between AIC and BIC)
  • Lower values indicate better model fit for the same data

System Stability

{% if stability is defined and stability %}
{% if stability.is_stable %} The VAR system is stable (all eigenvalues inside the unit circle). {% else %} Warning: The VAR system is UNSTABLE (eigenvalues outside the unit circle). {% endif %}
Max eigenvalue modulus {{ stability.max_eigenvalue_modulus|default('--')|round(4) }}
Stability margin {{ stability.stability_margin|default('--')|round(4) }}
{% else %}

No stability data available.

{% endif %} {% if charts and charts.stability_chart %}
{{ charts.stability_chart|safe }}
{% elif stability_chart %}
{{ stability_chart|safe }}
{% endif %}

Stability Condition

  • Stable: All eigenvalues of the companion matrix have modulus < 1
  • Stability margin: 1 - max(|eigenvalues|). Larger values = more stable
  • If unstable, impulse responses and forecasts may be explosive
{% if charts %}
{% if charts.ic_chart %}

Information Criteria

{{ charts.ic_chart|safe }}
{% endif %} {% if charts.coefficient_heatmap %}

Coefficient Heatmap

{{ charts.coefficient_heatmap|safe }}
{% endif %}
{% endif %}
{% endblock %} {% block extra_js %} {% endblock %}