statespace
VARMAXResults.
cov_params_approx
(array) The variance / covariance matrix. Computed using the numerical Hessian approximated by complex step or finite differences methods.
statsmodels.tsa.statespace.varmax.VARMAXResults.cov_params
statsmodels.tsa.statespace.varmax.VARMAXResults.cov_params_oim
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