3.11.19.4.21. statsmodels.stats.sandwich_covariance.weights_bartlett

statsmodels.stats.sandwich_covariance.weights_bartlett(nlags)[source]

Bartlett weights for HAC

this will be moved to another module

Parameters:

nlags : int

highest lag in the kernel window, this does not include the zero lag

Returns:

kernel : ndarray, (nlags+1,)

weights for Bartlett kernel