6.4.2. statsmodels.sandbox.mcevaluate.arma¶
6.4.2.1. Functions¶
arma_generate_sample(ar, ma, nsample[, ...]) |
Generate a random sample of an ARMA process |
mc_summary(res[, rt]) |
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mcarma22([niter, nsample, ar, ma, sig]) |
run Monte Carlo for ARMA(2,2) |