[Numpy-discussion] simulate AR

Alan G Isaac alan.isaac at gmail.com
Fri Oct 14 12:49:43 EDT 2011


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 ...

Alan




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