statsmodels.tsa.vector_ar.var_model.VAR.score
-
VAR.score(params)
Score vector of model.
The gradient of logL with respect to each parameter.
- Parameters:
- params
ndarray
The parameters to use when evaluating the Hessian.
- Returns:
ndarray
The score vector evaluated at the parameters.
Last update:
Oct 29, 2024