MLEResults.cov_params_approx() [source]
(array) The variance / covariance matrix. Computed using the numerical Hessian approximated by complex step or finite differences methods.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_approx.html