In the documentation for both the gen-ma-time-series and gen-ar-time-series functions, there are similar passages:

 

Quote

GEN-AR-TIME-SERIES can be used to generate realisations of specified lengths from normally distributed AUTOREGRESSIVE PROCESSES (AR), these processes are discussed in Chapter 2 and 9 of the SAPA book.

 

What is the SAPA book referenced here? I can't seem to find the right google query to find it.

 

Thanks,

Jon

Hello!

 

Maybe this: 

CLiki: sapaclisp

WWW.CLIKI.NET

?

 

Henry

Thanks @HenryT. Looks like some "light" reading for this summer. It's giving me flashbacks to the DSP course I audited in grad school.

 

-Jon