statsmodels.regression.rolling.RollingRegressionResults.rsquared_adj¶

RollingRegressionResults.rsquared_adj¶

Adjusted R-squared.

This is defined here as 1 - (nobs-1)/df_resid * (1-rsquared) if a constant is included and 1 - nobs/df_resid * (1-rsquared) if no constant is included.