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I noticed that applying the formula
ParamsEstimation.covar_matrix(X, method='ewma1')
the result changes if the dataframe X is sorted ascending or descending by the datetime column.
I would like to know which way the dataframe should be sorted to return the correct result.
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Hi all! I would like to ask you a question.
I noticed that applying the formula
ParamsEstimation.covar_matrix(X, method='ewma1')
the result changes if the dataframe X is sorted ascending or descending by the datetime column.
I would like to know which way the dataframe should be sorted to return the correct result.
Thank you very much.
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