On Fri, Oct 14, 2011 at 12:49 PM, Alan G Isaac <[email protected]> wrote: > On 10/14/2011 12:21 PM, [email protected] 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 > > _______________________________________________ > NumPy-Discussion mailing list > [email protected] > http://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
