sportran.md.tools.armodel.AR_Model

class sportran.md.tools.armodel.AR_Model(*args, **kwargs)

Bases: object

An AR_Model defines an AutoRegressive process of order P. It is possible to fit a time series to an AR(P) model of order P.

ATTRIBUTES:

• P the order of the AutoRegressive process.

• phi the P parameters of the process.

• sigma2 the variance of the innovations.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
compute_psd(NFREQS[, DT])	Computes the theoretical periodogram of the AR(p) model.
compute_tau([DT])	Computes the theoretical zero frequency of the periodogram.
fit(traj[, order])
generate_trajectory(N)	Generates an AR(p) trajectory of length N.

compute_psd(NFREQS, DT=1)

Computes the theoretical periodogram of the AR(p) model.

compute_tau(DT=1)

Computes the theoretical zero frequency of the periodogram.

generate_trajectory(N)

Generates an AR(p) trajectory of length N.