tsa.statespace.varmax.VARMAXResults()

statsmodels.tsa.statespace.varmax.VARMAXResults

class statsmodels.tsa.statespace.varmax.VARMAXResults(model, params, filter_results, cov_type='opg', **kwargs) [source]

Class to hold results from fitting an VARMAX model.

Parameters:

model : VARMAX instance

The fitted model instance