Skip to content

statsmodels 0.13.5 statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults.cov_params_robust_oim

statsmodels.tsa.statespace.exponential_smoothing.ExponentialSmoothingResults.cov_params_robust_oim¶

ExponentialSmoothingResults.cov_params_robust_oim¶: (array) The QMLE variance / covariance matrix. Computed using the method from Harvey (1989) as the evaluated hessian.