[SciPy-user] ARMA processes

Aurimas Anskaitis aanskis at yahoo.com
Wed Nov 1 17:36:03 CST 2006


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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