[Numpy-discussion] simulate AR
josef.pktd at gmail.com
josef.pktd at gmail.com
Fri Oct 14 13:22:17 EDT 2011
On Fri, Oct 14, 2011 at 12:49 PM, Alan G Isaac <alan.isaac at gmail.com> wrote:
> On 10/14/2011 12:21 PM, josef.pktd at gmail.com wrote:
>> One other way to simulate the AR is to get the (truncated)
>> MA-representation, and then convolve can be used
>
>
> Assuming stationarity ...
maybe ?
If it's integrated, then you need a starting point and cumsum might
still work. (like in a random walk)
No idea about seasonal integration, it would require too much thinking
(not tested)
Josef
>
> Alan
>
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