gen_ar1_evenly (pyleoclim.utils.tsmodel.gen_ar1_evenly)

pyleoclim.utils.tsmodel.gen_ar1_evenly(t, g, scale=1, burnin=50)[source]

Generate AR(1) series samples

Parameters

  • t (array) – the time axis

  • g (float) – lag-1 autocorrelation

  • scale (float) – The standard deviation of noise.

  • burnin (int) – Number of observation at the beginning of the sample to drop. Used to reduce dependence on initial values.

Returns

y – the generated AR(1) series

Return type

array

See also

statsmodels.tsa.arima_process.arma_generate_sample

Simulate data from an ARMA. (https://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.arma_generate_sample.html)