{"action":"created","comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments/69265656","id":69265656,"diff_hunk":"@@ -261,85 +280,263 @@ def var_loglike(resid, omega, nobs):\n \n     .. math::\n \n-        -\\left(\\frac{T}{2}\\right)\n-        \\left(\\ln\\left|\\Omega\\right|-K\\ln\\left(2\\pi\\right)-K\\right)\n+       -\\left(\\frac{nobs}{2}\\right)\n+       \\left(\\ln\\left|cov_sigma_mle\\right|-neqs\\ln\\left(2\\pi\\right)-neqs\\right)\n     \"\"\"\n-    logdet = logdet_symm(np.asarray(omega))\n-    neqs = len(omega)\n+\n+    logdet = logdet_symm(np.asarray(cov_resid_mle))\n+    neqs = len(cov_resid_mle)\n     part1 = - (nobs * neqs / 2) * np.log(2 * np.pi)\n     part2 = - (nobs / 2) * (logdet + neqs)\n     return part1 + part2\n \n def _reordered(self, 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reordering the results requires that data is copied.\r\nIs it possible to make it optional, or redesign?","created_at":"2016-07-01T08:23:29Z","updated_at":"2016-07-01T08:23:29Z","html_url":"https://github.com/statsmodels/statsmodels/pull/3028#discussion_r69265656","pull_request_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/3028","_links":{"self":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments/69265656"},"html":{"href":"https://github.com/statsmodels/statsmodels/pull/3028#discussion_r69265656"},"pull_request":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/3028"}}},"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/3028","id":74180123,"html_url":"https://github.com/statsmodels/statsmodels/pull/3028","diff_url":"https://github.com/statsmodels/statsmodels/pull/3028.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/3028.patch","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/3028","number":3028,"state":"open","locked":false,"title":"Var cleanup 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for this PR\r\nsee #2274 for a SUMM issue for VAR cleanup\r\n\r\nmany manually edited merge conflicts (many of the merge conflicts were in view numpy compatibility, adding type keyword, compatibility fixes by Pierre)\r\n\r\nI cannot run the entire tests right now because matplotlib segfaults on my computer, in this case in `statsmodels.tsa.vector_ar.tests.test_var.TestVARResults.test_plot_cum_effects`\r\n\r\n\r\ncode analysis in Eclipse/PyDev still shows several red lines, i.e. bugs.\r\n\r\nThis should be compared to statespace VARMAX for consistency, especially names and shapes.\r\n\r\nDo we have a glossary for names used in VAR? e.g. attributes for AR part and for deterministic/trend/exog and for combined/all regressors.\r\n\r\nextras\r\n\r\n`wald_test_terms` would be useful to test for lags or for variables (like granger causality)\r\nt_test is still NotImplementedError: possible solution: reshape params, call super, reshape back (reshape needs to match cov_params)\r\n","created_at":"2016-06-17T02:16:57Z","updated_at":"2016-07-01T08:23:29Z","closed_at":null,"merged_at":null,"merge_commit_sha":"6967d0c6abf653ae1e4be0b895019b3461100913","assignee":null,"assignees":[],"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/10","html_url":"https://github.com/statsmodels/statsmodels/milestones/0.9","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/10/labels","id":1362664,"number":10,"title":"0.9","description":"The milestone is currently for a rough 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