statsmodels.tsa.vector_ar.var_model.VARResults.detomega¶
- VARResults.detomega¶
Return determinant of white noise covariance with degrees of freedom correction:
\[\hat \Omega = \frac{T}{T - Kp - 1} \hat \Omega_{\mathrm{MLE}}\]
Last update:
Dec 11, 2024