statsmodels / 0.9.0 / generated / statsmodels.tsa.statespace.structural.unobservedcomponentsresults.cov_params_oim.html /

statsmodels.tsa.statespace.structural.UnobservedComponentsResults.cov_params_oim

UnobservedComponentsResults.cov_params_oim()

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

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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.structural.UnobservedComponentsResults.cov_params_oim.html