[Numpy-discussion] simulate AR

[josef.pktd at gmail.com]

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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