parameter,value,description
n,30,length of each simulated series (observations y_1..y_n)
rho,0.8,autoregressive coefficient of the data-generating process
sigma,1.0,standard deviation of the Gaussian innovations
intercept,yes,the OLS regression of y_t on y_{t-1} includes a constant
initial_condition,stationary,"y_1 is drawn from the stationary distribution N(0, sigma^2/(1-rho^2))"
n_replications,20000,number of Monte Carlo replications to run
seed,20261029,random seed to use (numpy default_rng)