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VAR.information()

statsmodels.tsa.vector_ar.var_model.VAR.information

VAR.information(params)

Fisher information matrix of model

Returns -Hessian of loglike evaluated at params.

Links:

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

doc_statsmodels

2017-01-18 16:21:30

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