Statsmodels API
1
Table of Contents
1. statsmodels.api
2. Basic Documentation
3. Main modules of interest
4. Other modules of interest
5. statsmodel.sandbox
6. statsmodel.sandbox2
6.1. statsmodels.sandbox.archive
6.2. statsmodels.sandbox.datarich
6.3. statsmodels.sandbox.distributions
6.4. statsmodels.sandbox.mcevaluate
6.5. statsmodels.sandbox.nonparametric
6.6. statsmodels.sandbox.panel
6.6.1. statsmodels.sandbox.panel.correlation_structures
6.6.2. statsmodels.sandbox.panel.mixed
6.6.3. statsmodels.sandbox.panel.panel_short
6.6.4. statsmodels.sandbox.panel.random_panel
6.6.5. statsmodels.sandbox.panel.sandwich_covariance_generic
6.6.6. statsmodels.sandbox.panel.sandwich_covariance
6.6.6.1. Functions
6.7. statsmodels.sandbox.regression
6.8. statsmodels.sandbox.stats
6.9. statsmodels.sandbox.tests
6.10. statsmodels.sandbox.tools
6.11. statsmodels.sandbox.tsa
7. From official doc
Statsmodels API
Docs
»
6. statsmodel.sandbox2
»
6.6.6. statsmodels.sandbox.panel.sandwich_covariance
»
6.6.6.1.4. statsmodels.sandbox.panel.sandwich_covariance.cov_hac_simple
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6.6.6.1.4. statsmodels.sandbox.panel.sandwich_covariance.cov_hac_simple
¶
statsmodels.sandbox.panel.sandwich_covariance.
cov_hac_simple
(
results
,
nlags=None
,
weights_func=<function weights_bartlett>
,
use_correction=True
)
[source]
¶