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14 Oct
2011
14 Oct
'11
10:52 p.m.
On Fri, Oct 14, 2011 at 12:49 PM, Alan G Isaac <alan.isaac@gmail.com> wrote:
On 10/14/2011 12:21 PM, josef.pktd@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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