Navigation
index
modules
|
next
|
previous
|
statsmodels
»
User Guide
»
Vector Autoregressions
tsa.vector_ar
»
statsmodels.tsa.vector_ar.var_model.VARResults
»
statsmodels.tsa.vector_ar.var_model.VARResults.detomega
statsmodels.tsa.vector_ar.var_model.VARResults.detomega
¶
VARResults.
detomega
¶
Return determinant of white noise covariance with degrees of freedom correction:
\[\hat \Omega = \frac{T}{T - Kp - 1} \hat \Omega_{\mathrm{MLE}}\]
Table of Contents
Installing statsmodels
Getting started
User Guide
Examples
API Reference
About statsmodels
Developer Page
Release Notes
Quick search
Navigation
index
modules
|
next
|
previous
|
statsmodels
»
User Guide
»
Vector Autoregressions
tsa.vector_ar
»
statsmodels.tsa.vector_ar.var_model.VARResults
»
statsmodels.tsa.vector_ar.var_model.VARResults.detomega