statsmodels.tsa.statespace.structural.UnobservedComponentsResults.cov_params_approx

UnobservedComponentsResults.cov_params_approx()

(array) The variance / covariance matrix. Computed using the numerical Hessian approximated by complex step or finite differences methods.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.structural.UnobservedComponentsResults.cov_params_approx.html