@@ -116,7 +116,7 @@ def ar_acf(gamma, n=None):
116116
117117def estimate_ar_params_ols (x , p , d = 0 , check_stationarity = True ,
118118 include_constant_term = False , h = 0 , lam = 0.0 ):
119- """Estimate the parameters of an autoregressive AR(p) model
119+ r """Estimate the parameters of an autoregressive AR(p) model
120120
121121 :math:`x_{k+1}=c+\phi_1 x_k+\phi_2 x_{k-1}+\dots+\phi_p x_{k-p}+\phi_{p+1}\epsilon`
122122
@@ -222,7 +222,7 @@ def estimate_ar_params_ols(x, p, d=0, check_stationarity=True,
222222def estimate_ar_params_ols_localized (x , p , window_radius , d = 0 ,
223223 include_constant_term = False , h = 0 , lam = 0.0 ,
224224 window = "gaussian" ):
225- """Estimate the parameters of a localized AR(p) model
225+ r """Estimate the parameters of a localized AR(p) model
226226
227227 :math:`x_{k+1,i}=c_i+\phi_{1,i}x_{k,i}+\phi_{2,i}x_{k-1,i}+\dots+\phi_{p,i}x_{k-p,i}+\phi_{p+1,i}\epsilon`
228228
@@ -365,7 +365,7 @@ def estimate_ar_params_ols_localized(x, p, window_radius, d=0,
365365
366366
367367def estimate_ar_params_yw (gamma , d = 0 , check_stationarity = True ):
368- """Estimate the parameters of an AR(p) model
368+ r """Estimate the parameters of an AR(p) model
369369
370370 :math:`x_{k+1}=\phi_1 x_k+\phi_2 x_{k-1}+\dots+\phi_p x_{k-p}+\phi_{p+1}\epsilon`
371371
@@ -441,7 +441,7 @@ def estimate_ar_params_yw(gamma, d=0, check_stationarity=True):
441441
442442
443443def estimate_ar_params_yw_localized (gamma , d = 0 ):
444- """Estimate the parameters of a localized AR(p) model
444+ r """Estimate the parameters of a localized AR(p) model
445445
446446 :math:`x_{k+1,i}=\phi_{1,i}x_{k,i}+\phi_{2,i}x_{k-1,i}+\dots+\phi_{p,i}x_{k-p,i}+\phi_{p+1}\epsilon`
447447
@@ -518,7 +518,7 @@ def estimate_ar_params_yw_localized(gamma, d=0):
518518
519519def estimate_var_params_ols (x , p , d = 0 , check_stationarity = True ,
520520 include_constant_term = False , h = 0 , lam = 0.0 ):
521- """Estimate the parameters of a vector autoregressive VAR(p) model
521+ r """Estimate the parameters of a vector autoregressive VAR(p) model
522522
523523 :math:`\mathbf{x}_{k+1}=\mathbf{c}+\mathbf{\Phi}_1\mathbf{x}_k+
524524 \mathbf{\Phi}_2\mathbf{x}_{k-1}+\dots+\mathbf{\Phi}_p\mathbf{x}_{k-p}+
@@ -634,7 +634,7 @@ def estimate_var_params_ols(x, p, d=0, check_stationarity=True,
634634def estimate_var_params_ols_localized (x , p , window_radius , d = 0 ,
635635 include_constant_term = False ,
636636 h = 0 , lam = 0.0 , window = "gaussian" ):
637- """Estimate the parameters of a vector autoregressive VAR(p) model
637+ r """Estimate the parameters of a vector autoregressive VAR(p) model
638638
639639 :math:`\mathbf{x}_{k+1,i}=\mathbf{c}_i+\mathbf{\Phi}_{1,i}\mathbf{x}_{k,i}+
640640 \mathbf{\Phi}_{2,i}\mathbf{x}_{k-1,i}+\dots+\mathbf{\Phi}_{p,i}
@@ -787,7 +787,7 @@ def estimate_var_params_ols_localized(x, p, window_radius, d=0,
787787
788788
789789def estimate_var_params_yw (gamma , d = 0 , check_stationarity = True ):
790- """Estimate the parameters of a VAR(p) model
790+ r """Estimate the parameters of a VAR(p) model
791791
792792 :math:`\mathbf{x}_{k+1}=\mathbf{\Phi}_1\mathbf{x}_k+
793793 \mathbf{\Phi}_2\mathbf{x}_{k-1}+\dots+\mathbf{\Phi}_p\mathbf{x}_{k-p}+
@@ -870,7 +870,7 @@ def estimate_var_params_yw(gamma, d=0, check_stationarity=True):
870870
871871
872872def estimate_var_params_yw_localized (gamma , d = 0 ):
873- """Estimate the parameters of a vector autoregressive VAR(p) model
873+ r """Estimate the parameters of a vector autoregressive VAR(p) model
874874
875875 :math:`\mathbf{x}_{k+1,i}=\mathbf{\Phi}_{1,i}\mathbf{x}_{k,i}+
876876 \mathbf{\Phi}_{2,i}\mathbf{x}_{k-1,i}+\dots+\mathbf{\Phi}_{p,i}
@@ -949,7 +949,7 @@ def estimate_var_params_yw_localized(gamma, d=0):
949949
950950
951951def iterate_ar_model (x , phi , eps = None ):
952- """Apply an AR(p) model
952+ r """Apply an AR(p) model
953953
954954 :math:`x_{k+1}=\phi_1 x_k+\phi_2 x_{k-1}+\dots+\phi_p x_{k-p}+\phi_{p+1}\epsilon`
955955
@@ -1000,7 +1000,7 @@ def iterate_ar_model(x, phi, eps=None):
10001000
10011001
10021002def iterate_var_model (x , phi , eps = None ):
1003- """Apply a VAR(p) model
1003+ r """Apply a VAR(p) model
10041004
10051005 :math:`\mathbf{x}_{k+1}=\mathbf{\Phi}_1\mathbf{x}_k+\mathbf{\Phi}_2
10061006 \mathbf{x}_{k-1}+\dots+\mathbf{\Phi}_p\mathbf{x}_{k-p}+
@@ -1057,7 +1057,7 @@ def iterate_var_model(x, phi, eps=None):
10571057
10581058
10591059def test_ar_stationarity (phi ):
1060- """Test stationarity of an AR(p) process. That is, test that the roots of
1060+ r """Test stationarity of an AR(p) process. That is, test that the roots of
10611061 the equation :math:`x^p-\phi_1*x^{p-1}-\dots-\phi_p` lie inside the unit
10621062 circle.
10631063
@@ -1079,7 +1079,7 @@ def test_ar_stationarity(phi):
10791079
10801080
10811081def test_var_stationarity (phi ):
1082- """Test stationarity of an AR(p) process. That is, test that the moduli of
1082+ r """Test stationarity of an AR(p) process. That is, test that the moduli of
10831083 the eigenvalues of the companion matrix lie inside the unit circle.
10841084
10851085 Parameters
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