'get autocovariance matrix from ARMA regression parameter
ar parameters are assumed to have rhs parameterization'

def _params2cov(self, params, nobs):

    ar = np.r_[([1], (- params[:self.nar]))]
    ma = np.r_[([1], params[(- self.nma):])]
    autocov = arma_acovf(ar, ma, nobs=nobs)
    autocov = autocov[:nobs]
    sigma = toeplitz(autocov)
    return sigma
