def ols_covariance(self):
        """ Creates OLS estimate of the covariance matrix

        Returns
        ----------
        The OLS estimate of the covariance matrix
        """         

        Y = np.array([reg[self.lags:reg.shape[0]] for reg in self.data])        
        return (1.0/(Y[0].shape[0]))*np.dot(self.residuals(Y),np.transpose(self.residuals(Y)))
Creates OLS estimate of the covariance matrix

        Returns
        ----------
        The OLS estimate of the covariance matrix