Hello,

I am running a vector auto-regression in Python. Below is the sample code.

import numpy as np
import pandas
import statsmodels.api as sm
from statsmodels.tsa.api import VAR
from statsmodels.tsa.base.datetools import dates_from_str
mdata = sm.datasets.macrodata.load_pandas().data
# prepare the dates index
dates = mdata[['year', 'quarter']].astype(int).astype(str)
quarterly = dates["year"] + "Q" + dates["quarter"]
quarterly = dates_from_str(quarterly)
mdata = mdata[['realgdp','realcons','realinv']]
mdata.index = pandas.DatetimeIndex(quarterly)
data = np.log(mdata).diff().dropna()
# make a VAR model
model = VAR(data)
results = model.fit(2)
print(results.summary())

I am trying to export the results to LaTeX, but nothing I've tried seems to 
work. I tried results.as_latex() and results.to_frame().to_latex(), in vain.

Any idea how to solve this issue?

Thanks a lot!


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