[SciPy-user] ARMA processes

[David Huard]

Thanks,

I ended up writting the ar generator. It turns out that its quicker to write
one than to find one.

David

2006/11/1, Aurimas Anskaitis <aanskis at yahoo.com>:
>
> There are linear filtering functions in scipy. Also there are functions
> for generating random noise. These two are sufficient for ARMA processes I
> guess. Just take a look at scipy.signal.lfilter
>
>
>
> *David Huard <david.huard at gmail.com>* wrote:
>
> Hi,
>
> Is anyone aware of a package to generate a autoregressive random processes
> (AR, ARMA) ?
> I tried to install span, but it didn't compile properly.
> Thanks,
> David
>
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