heteroscedasticity and autocorrelation robust covariance matrix (Newey-West)
Assumes we have a single time series with zero axis consecutive, equal spaced time periods
results : result instance
nlags : int or None
weights_func : callable
cov : ndarray, (k_vars, k_vars)
verified only for nlags=0, which is just White just guessing on correction factor, need reference
options might change when other kernels besides Bartlett are available.