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naenumtou/HAC6.py

Created October 3, 2022 13:45
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HAC6.py
# HAC Result
# 3
lags = None
print(f'Number of lags: {lags}')
HAC = newResult.get_robustcov_results(
cov_type = 'HAC',
maxlags = lags
)
# Summary
print(HAC.summary())
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