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VAR.score()

statsmodels.tsa.vector_ar.var_model.VAR.score

VAR.score(params)

Score vector of model.

The gradient of logL with respect to each parameter.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VAR.score.html

doc_statsmodels

2017-01-18 16:21:33

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