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# scikits.statsmodels.sandbox.tsa.arma_generate_sample

`scikits.statsmodels.sandbox.tsa.``arma_generate_sample`(ar, ma, nsample, sigma=1, distrvs=<built-in method randn of mtrand.RandomState object at 0x00A6C3D0>)

  generate an random sample of an ARMA process

  Parameters: | ar : array_like, 1d coefficient for autoregressive lag polynomial, including zero lag ma : array_like, 1d coefficient for moving-average lag polynomial, including zero lag nsample : int length of simulated time series sigma : float standard deviation of noise distrvs : function, random number generator function that generates the random numbers, and takes sample size as argument default: np.random.randn TODO: change to size argument
  Returns: | acovf : array autocovariance of ARMA process given by ar, ma

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