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a6a6d81a75
Fix test for latest versions of pandas and numpy Package-Manager: portage-2.2.23 Signed-off-by: Justin Lecher <jlec@gentoo.org>
21 lines
910 B
Diff
21 lines
910 B
Diff
statsmodels/tsa/ar_model.py | 6 ++----
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1 file changed, 2 insertions(+), 4 deletions(-)
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diff --git a/statsmodels/tsa/ar_model.py b/statsmodels/tsa/ar_model.py
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index f0af7ee..fe05634 100644
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--- a/statsmodels/tsa/ar_model.py
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+++ b/statsmodels/tsa/ar_model.py
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@@ -256,10 +256,8 @@ class AR(tsbase.TimeSeriesModel):
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Vpinv = np.zeros((p, p), dtype=params.dtype)
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for i in range(1, p1):
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- Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i],
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- old_behavior=False)[:-1]
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- Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0,
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- old_behavior=False)[:-1]
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+ Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i])[:-1]
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+ Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0)[:-1]
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Vpinv = Vpinv + Vpinv.T - np.diag(Vpinv.diagonal())
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return Vpinv
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