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scikits.statsmodels.sandbox.tsa.fftarma.ArmaFft.generate_sample

ArmaFft.generate_sample(size=100, scale=1, distrvs=None, axis=0, burnin=0)

generate ARMA samples

Parameters :

size : int or tuple of ints

If size is an integer, then this creates a 1d timeseries of length size. If size is a tuple, then the timeseries is along axis. All other axis have independent arma samples.

Returns :

rvs : ndarray

random sample(s) of arma process

Notes

Should work for n-dimensional with time series along axis, but not tested yet. Processes are sampled independently.

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