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