I have generated a simple script that simulates an autoregressive model. The script simply generates an autoregressive data set and verifies that the model followed the expected behaviour.
The outputs are two plots that show that the residual(error) of this model follows a normal distribution. This projects was a smaller subset of a much larger project that tried to model water dipole fluctuations as an autoregressive process. I have included a short pdf write up of that project if you are interested.
- pip install -r requirements.txt
- python auto_regressive.py