def test_param_cov():
mod = ConstantMean(SP500)
res = mod.fit(disp="off")
mod._backcast = None
cov = mod.compute_param_cov(res.params)
k = res.params.shape[0]
assert cov.shape == (k, k)
def test_param_cov():
mod = ConstantMean(SP500)
res = mod.fit(disp="off")
mod._backcast = None
cov = mod.compute_param_cov(res.params)
k = res.params.shape[0]
assert cov.shape == (k, k)
