Closed seabbs closed 7 months ago
As part of #3 we need an AR(1) process to be implemented. Ideally, this would also be general enough to support differencing and potentially AR(p) processes.
Potential inspiration (doesn't look possible to depend directly?):
Thinking about how to specify this mathematically:
n differenced AR(p) process:
n
\Delta^{(n)} X_t = \sum_{k = 1}^p \varphi_k X_{t-k}
Hows this going?
All good just being slow. Should have a PR today.
As part of #3 we need an AR(1) process to be implemented. Ideally, this would also be general enough to support differencing and potentially AR(p) processes.
Potential inspiration (doesn't look possible to depend directly?):