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
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
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
