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# arfima-sim-py | ||
Implementation of ARFIMA process with an aim to simulate series. | ||
# ARFIMA | ||
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Python implementation of ARFIMA process with an aim to simulate series. | ||
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## Typical usage | ||
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```python | ||
import arfima | ||
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series = arfima.arfima([], 0.3, [], 2**16, warmup=2**16) | ||
``` | ||
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The code snippet above would generate time series of ARFIMA(0, 0.3, 0) | ||
process. To simulate process with AR or MA terms simply pass the | ||
coefficients as arguments: | ||
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```python | ||
series = arfima.arfima([0.3, 0.2], 0.15, [0.5], 2**16, warmup=2**16) | ||
``` | ||
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This would simulate time series of ARFIMA(2, 0.15, 1) process with given | ||
parameters. |