DEPR: warn that VARResults.cov_params will become internally consistent

Vinod-Kumar-G · Nov 27, 2018 · 7fb4ecf · 7fb4ecf
1 parent d775833
commit 7fb4ecf
Showing 1 changed file with 5 additions and 0 deletions.
diff --git a/statsmodels/tsa/vector_ar/var_model.py b/statsmodels/tsa/vector_ar/var_model.py
@@ -1327,6 +1327,11 @@ def cov_params(self):
  Adjusted to be an unbiased estimator
  Ref: Lütkepohl p.74-75
  """
+ import warnings
+ warnings.warn("For consistency with other statmsodels models, "
+ "starting in version 0.11.0 `VARResults.cov_params` "
+ "will be a method instead of a property.",
+ category=FutureWarning)
  z = self.ys_lagged
  return np.kron(scipy.linalg.inv(np.dot(z.T, z)), self.sigma_u)