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static VARResults.sigma_u_mle()

statsmodels.tsa.vector_ar.var_model.VARResults.sigma_u_mle

static VARResults.sigma_u_mle() [source]: (Biased) maximum likelihood estimate of noise process covariance

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.sigma_u_mle.html

doc_statsmodels

2017-01-18 16:19:10

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