cf348cd8dc
Package-Manager: Portage-2.3.82, Repoman-2.3.20 Signed-off-by: Horea Christian <chr@chymera.eu>
21 lines
910 B
Diff
21 lines
910 B
Diff
statsmodels/tsa/ar_model.py | 6 ++----
|
|
1 file changed, 2 insertions(+), 4 deletions(-)
|
|
|
|
diff --git a/statsmodels/tsa/ar_model.py b/statsmodels/tsa/ar_model.py
|
|
index f0af7ee..fe05634 100644
|
|
--- a/statsmodels/tsa/ar_model.py
|
|
+++ b/statsmodels/tsa/ar_model.py
|
|
@@ -256,10 +256,8 @@ class AR(tsbase.TimeSeriesModel):
|
|
|
|
Vpinv = np.zeros((p, p), dtype=params.dtype)
|
|
for i in range(1, p1):
|
|
- Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i],
|
|
- old_behavior=False)[:-1]
|
|
- Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0,
|
|
- old_behavior=False)[:-1]
|
|
+ Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i])[:-1]
|
|
+ Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0)[:-1]
|
|
|
|
Vpinv = Vpinv + Vpinv.T - np.diag(Vpinv.diagonal())
|
|
return Vpinv
|