statsmodels.sandbox.tsa.fftarma.ArmaFft.generate_sample#
- ArmaFft.generate_sample(nsample=100, scale=1.0, distrvs=None, axis=0, burnin=0)#
Simulate data from an ARMA
- Parameters:
- nsample
intortupleofints If nsample is an integer, then this creates a 1d timeseries of length size. If nsample is a tuple, creates a len(nsample) dimensional time series where time is indexed along the input variable
axis. All series are independent unlessdistrvsgenerates dependent data.- scale
float,optional The standard deviation of noise.
- distrvs
callable,optional A function that generates the random numbers, and takes
sizeas argument. The default is np.random.standard_normal.- axis
int,optional See nsample for details.
- burnin
int,optional Number of observation at the beginning of the sample to drop. Used to reduce dependence on initial values.
- nsample
- Returns:
ndarrayRandom sample(s) from an ARMA process.