Created
October 3, 2022 13:41
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| # HAC Result | |
| # 1 | |
| lags = int(4 * (df.shape[0] / 100) ** (2 / 9)) | |
| print(f'Number of lags: {lags}') | |
| HAC = newResult.get_robustcov_results( | |
| cov_type = 'HAC', | |
| maxlags = lags | |
| ) | |
| # Summary | |
| print(HAC.summary()) |
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