Parameters: | sys : list
[endog1, exog1, endog2, exog2,...] It will be of length 2 x M,
where M is the number of equations endog = exog.
- sigma : array-like
M x M array where sigma[i,j] is the covariance between equation i and j
- dfk : None, ‘dfk1’, or ‘dfk2’
Default is None. Correction for the degrees of freedom
should be specified for small samples. See the notes for more
information.
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