ArmaFft.generate_sample(nsample=100, scale=1.0, distrvs=None, axis=0, burnin=0)
Simulate an ARMA
Parameters: |
|
---|---|
Returns: |
rvs – random sample(s) of arma process |
Return type: |
ndarray |
Should work for n-dimensional with time series along axis, but not tested yet. Processes are sampled independently.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.generate_sample.html