Skip to content

statsmodels 0.14.4

statsmodels.tsa.statespace.representation.Representation.state_cov

v0.14.4
10.6k
3.3k

statsmodels.tsa.statespace.representation.Representation.state_cov¶

Representation.state_cov = None¶: (array) State covariance matrix: $Q (k_p o s d e f \times k_p o s d e f \times n o b s)$

Last update: Oct 03, 2024