ols.py 文件源码

python
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项目:algotrading 作者: alifanov 项目源码 文件源码
def stderrs(self):
        """The standard errors of the parameter estimates."""
        return DataFrame(self._get('bse'), index=self._result_idx,
                         columns=self.exog.columns)

    # 3d data (return type is a MultiIndex pd.DataFrame)
    # Note that pd.Panel was deprecated in 0.20.1
    # For models with >1 exogenous variable, these properties consist of an
    #   nxm vector for each rolling period.
    # The "outer" index will be _result_idx (period-ending basis), with the
    #   inner indices being the individual periods within each outer period.
    # --------------------------------------------------------------------------
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