Beispiel #1
0
 def _invtransparams(self, start_params):
     """
     Inverse of the Jones reparameterization
     """
     p = self.k_ar
     k = self.k_trend
     newparams = start_params.copy()
     newparams[k:k+p] = _ar_invtransparams(start_params[k:k+p].copy())
     return newparams
Beispiel #2
0
 def _invtransparams(self, start_params):
     """
     Inverse of the Jones reparameterization
     """
     p = self.k_ar
     k = self.k_trend
     newparams = start_params.copy()
     newparams[k:k + p] = _ar_invtransparams(start_params[k:k + p].copy())
     return newparams
Beispiel #3
0
    def _invtransparams(self, start_params):
        """
        Inverse of the Jones reparameterization
        """
        k_ar, k_ma = self.k_ar, self.k_ma
        k = self.k_exog + self.k_trend
        newparams = start_params.copy()
        arcoefs = newparams[k:k + k_ar]
        macoefs = newparams[k + k_ar:]
        # AR coeffs
        if k_ar != 0:
            newparams[k:k + k_ar] = _ar_invtransparams(arcoefs)

        # MA coeffs
        if k_ma != 0:
            newparams[k + k_ar:k + k_ar + k_ma] = _ma_invtransparams(macoefs)
        return newparams
Beispiel #4
0
    def _invtransparams(self, start_params):
        """
        Inverse of the Jones reparameterization
        """
        k_ar, k_ma = self.k_ar, self.k_ma
        k = self.k_exog + self.k_trend
        newparams = start_params.copy()
        arcoefs = newparams[k:k+k_ar]
        macoefs = newparams[k+k_ar:]
        # AR coeffs
        if k_ar != 0:
            newparams[k:k+k_ar] = _ar_invtransparams(arcoefs)

        # MA coeffs
        if k_ma != 0:
            newparams[k+k_ar:k+k_ar+k_ma] = _ma_invtransparams(macoefs)
        return newparams