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gentoo-overlay/dev-python/statsmodels/files/statsmodels-0.6.1-numpy-1.1...

21 lines
910 B

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