statsmodels.stats.sandwich_covariance.weights_bartlett#

statsmodels.stats.sandwich_covariance.weights_bartlett(nlags)[source]#

Bartlett weights for HAC

this will be moved to another module

Parameters:
nlagsint

highest lag in the kernel window, this does not include the zero lag

Returns:
kernelndarray, (nlags+1,)

weights for Bartlett kernel