[Numpy-discussion] simulate AR

Alan G Isaac alan.isaac@gmail....
Fri Oct 14 13:18:29 CDT 2011

On 10/14/2011 1:42 PM, josef.pktd@gmail.com wrote:
> If I remember correctly, signal.lfilter doesn't require stationarity,
> but handling of the starting values is a bit difficult.

Hmm.  Yes.
AR(1) is trivial, but how do you handle higher orders?


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