From: Debian Science Maintainers Date: Sat, 2 Mar 2019 14:59:35 +0000 (+0000) Subject: Create a normal array, not an array of 1x1 arrays X-Git-Tag: archive/raspbian/0.11.1-2+rpi1~2^2^2~5 X-Git-Url: https://dgit.raspbian.org/%22http://www.example.com/cgi/success//%22http:/www.example.com/cgi/success/?a=commitdiff_plain;h=8a9caef404938233131c1516748e85972b218fed;p=statsmodels.git Create a normal array, not an array of 1x1 arrays Fixes "object arrays are not supported". Author: Kevin "bashtage" Sheppard Origin: upstream https://github.com/statsmodels/statsmodels/pull/4911/commits/18dcceefbfed61b0d11ae5884a9f4cea82c2edb5 Forwarded: not-needed Gbp-Pq: Name unconstrain_stationary_multivariate.patch --- diff --git a/statsmodels/tsa/statespace/tools.py b/statsmodels/tsa/statespace/tools.py index 6c485e9..a97efce 100644 --- a/statsmodels/tsa/statespace/tools.py +++ b/statsmodels/tsa/statespace/tools.py @@ -965,7 +965,7 @@ def _compute_multivariate_acovf_from_coefficients( # Then stack the VAR(p) into a VAR(1) in companion matrix form: # z_{t+1} = F z_t + v_t companion = companion_matrix( - [1] + [-coefficients[i] for i in range(order)] + [1] + [-np.squeeze(coefficients[i]) for i in range(order)] ).T # Compute the error variance matrix for the stacked form: E v_t v_t'