Logo

statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_approx

static MLEResults.cov_params_approx()[source]

(array) The variance / covariance matrix. Computed using the numerical Hessian approximated by complex step or finite differences methods.

Previous topic

statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params

Next topic

statsmodels.tsa.statespace.mlemodel.MLEResults.cov_params_oim

This Page