statsmodels.tsa.vector_ar.var_model.VARResults.sigma_u_mle
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VARResults.sigma_u_mle()[source] -
(Biased) maximum likelihood estimate of noise process covariance
© 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.vector_ar.var_model.VARResults.sigma_u_mle.html
