W3cubDocs

/Statsmodels

statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_oim

MLEResults.cov_params_oim() [source]

(array) The variance / covariance matrix. Computed using the method from Harvey (1989).

© 2009–2012 Statsmodels Developers
© 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_oim.html