Hi to all,
when cova_compute = 1 the covariance matrix of the estimated parameters should be stored somewhere, but i cannot find it in the oo_. structure. Can anyone help me? Thanks!
Luca
It should be saved to the harddisk into the _mode.mat file
Could it be instead the **SIGMA **matrix in the **_mean.mat **file? Thanks a lot in advance!
It should be the variable hh in the mode.mat file.
Thank you very much!