[Numpy-discussion] simulate AR

Alan G Isaac alan.isaac@gmail....
Fri Oct 14 12:26:34 CDT 2011


>> Assuming stationarity ...

On 10/14/2011 1:22 PM, josef.pktd@gmail.com wrote:
> maybe ?

I just meant that the MA approximation is
not reliable for a non-stationary AR.
E.g., http://www.jstor.org/stable/2348631

Cheers,
Alan



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