statsmodels.regression.rolling.RollingRegressionResults.cov_params¶
-
RollingRegressionResults.
cov_params
()[source]¶ Estimated parameter covariance
- Returns
- array_like
The estimated model covariances. If the original input is a numpy array, the returned covariance is a 3-d array with shape (nobs, nvar, nvar). If the original inputs are pandas types, then the returned covariance is a DataFrame with a MultiIndex with key (observation, variable), so that the covariance for observation with index i is cov.loc[i].