# gluonts.dataset.artificial.ar_p module¶

gluonts.dataset.artificial.ar_p.ar_p[source]

Generate samples from an AR(p) process. Parametrized as in

https://en.wikipedia.org/wiki/Autoregressive_model#Graphs_of_AR(p)_processes

Parameters
• phi – model parameters. This should be a vector of length p

• sigma – noise amplitude

• c – constant

• length – number of steps to sample

• xhist – initial condition. This should be a vector of length p

• noise – An optional vector of noise samples to use. If provided it should have len length. If it is not provided, samples from a standard normal are used.