statsmodels.tsa.arima_process.ArmaProcess.generate_sample¶
-
ArmaProcess.
generate_sample
(nsample=100, scale=1.0, distrvs=None, axis=0, burnin=0)[source]¶ Simulate data from an ARMA.
- Parameters
- nsample
int
ortuple
of
ints
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 unlessdistrvs
generates dependent data.- scale
float
The standard deviation of noise.
- distrvs
function
,random
number
generator A function that generates the random numbers, and takes sample size as argument. The default is np.random.randn.
- axis
int
See nsample for details.
- burnin
int
Number of observation at the beginning of the sample to drop. Used to reduce dependence on initial values.
- nsample
- Returns
ndarray
Random sample(s) from an ARMA process.