Timeseries

AR(name, rho, *args[, steps, constant, ar_order])	Autoregressive process with p lags.
EulerMaruyama(name, dt, sde_fn, *args[, steps])	Stochastic differential equation discretized with the Euler-Maruyama method.
GARCH11(*args[, steps])	GARCH(1,1) with Normal innovations.
GaussianRandomWalk(name, *args, **kwargs)	Random Walk with Normal innovations.
MvGaussianRandomWalk(name, *args, **kwargs)	Random Walk with Multivariate Normal innovations
MvStudentTRandomWalk(name, *args, **kwargs)	Multivariate Random Walk with StudentT innovations