def yule_walker_acov(acov, order=1, method='unbiased', df=None, inv=False):
 R = toeplitz(r[:(-1)])
 rho = np.linalg.solve(R, r[1:])
 sigmasq = (r[0] - (r[1:] * rho).sum())
 if (inv == True):
  return (rho, np.sqrt(sigmasq), np.linalg.inv(R))
 else:
  return (rho, np.sqrt(sigmasq))

def yule_walker_acov ( acov , order = 1 , method = 'unbiased' , df = None , inv = False ) : R = toeplitz ( r [ : ( - 1 ) ] ) rho = np . linalg . solve ( R , r [ 1 : ] ) sigmasq = ( r [ 0 ] - ( r [ 1 : ] * rho ) . sum ( ) ) if ( inv == True ) : return ( rho , np . sqrt ( sigmasq ) , np . linalg . inv ( R ) ) else : return ( rho , np . sqrt ( sigmasq ) )
estimate ar(p) parameters from acovf using yule-walker equation .