Skip to content

statsmodels 0.13.5 statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults.cov_params_robust_approx

statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults.cov_params_robust_approx¶

ExponentialSmoothingResults.cov_params_robust_approx¶: (array) The QMLE variance / covariance matrix. Computed using the numerical Hessian as the evaluated hessian.