statsmodels.tsa.vector_ar.var_model.VARResults.cov_ybar
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VARResults.cov_ybar()
[source] -
Asymptotically consistent estimate of covariance of the sample mean
Notes
Lutkepohl Proposition 3.3
VARResults.cov_ybar()
[source]
Asymptotically consistent estimate of covariance of the sample mean
Lutkepohl Proposition 3.3
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