[Numpy-discussion] simulate AR

[Alan G Isaac]

On 10/14/2011 1:42 PM, josef.pktd at gmail.com wrote:
> If I remember correctly, signal.lfilter doesn't require stationarity,
> but handling of the starting values is a bit difficult.


Hmm.  Yes.
AR(1) is trivial, but how do you handle higher orders?

Thanks,
Alan