code: def _create_latent_variables(self):
          
  
          # Create latent variables
          for no, i in enumerate(self.kernel.build_latent_variables()):
              self.latent_variables.add_z(i[0],i[1],i[2])
              self.latent_variables.z_list[no].start = i[3]
  
          self.z_no = len(self.kernel.build_latent_variables())
  
          # Use an ARIMA model to find starting point for the initial noise latent variable
          arma_start = arma.ARIMA(self.data, ar=self.ar, ma=0, integ=self.integ)
          x = arma_start.fit()
          arma_starting_values = arma_start.latent_variables.get_z_values()
          self.latent_variables.z_list[0].start = np.log(np.exp(np.power(arma_starting_values[-1],2)))
docs: Creates model latent variables
  
          Returns
          ----------
          None (changes model attributes)