| 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 |
