From c9ef60a7bc4407766ab9e9f12c8a6b89013046ee Mon Sep 17 00:00:00 2001
From: Ralf Gommers <ralf.gommers@gmail.com>
Date: Tue, 20 Oct 2015 07:34:11 +0200
Subject: [PATCH] MAINT: fix use of old_behavior kw for numpy.correlate.  Was
 removed in 1.10.0

Numpy PR that removed it: https://github.com/numpy/numpy/pull/5991

Closes gh-2667.
---
 statsmodels/tsa/ar_model.py | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/statsmodels/tsa/ar_model.py b/statsmodels/tsa/ar_model.py
index 087a9e0..02984bd 100644
--- a/statsmodels/tsa/ar_model.py
+++ b/statsmodels/tsa/ar_model.py
@@ -261,10 +261,8 @@ def _presample_varcov(self, params):
 
         Vpinv = np.zeros((p, p), dtype=params.dtype)
         for i in range(1, p1):
-            Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i],
-                                            old_behavior=False)[:-1]
-            Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0,
-                                             old_behavior=False)[:-1]
+            Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i],)[:-1]
+            Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0,)[:-1]
 
         Vpinv = Vpinv + Vpinv.T - np.diag(Vpinv.diagonal())
         return Vpinv