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statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.cov_params_oim
statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.cov_params_oim
¶
DynamicFactorMQResults.
cov_params_oim
¶
(array) The variance / covariance matrix. Computed using the method from Harvey (1989).
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Time Series Analysis by State Space Methods
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statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.cov_params_oim