6.4.2.1.3. statsmodels.sandbox.mcevaluate.arma.mcarma22

statsmodels.sandbox.mcevaluate.arma.mcarma22(niter=10, nsample=1000, ar=None, ma=None, sig=0.5)

run Monte Carlo for ARMA(2,2)

DGP parameters currently hard coded also sample size nsample

was not a self contained function, used instances from outer scope

now corrected