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