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naiborhujosua/armamodel.py

Created November 12, 2020 09:18
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armamodel.py
from statsmodels.tsa.s import arma_generate_sample
ar_coeffs = [1,0.5]
ma_coeffs = [1,0.2]
y = arma_generate_sample(ar_coeffs,ma_coeffs,nsample=100,sigma=0.5)
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