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spb/wp29_uqo

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1parameter,value,description2n,30,length of each simulated series (observations y_1..y_n)3rho,0.8,autoregressive coefficient of the data-generating process4sigma,1.0,standard deviation of the Gaussian innovations5intercept,yes,the OLS regression of y_t on y_{t-1} includes a constant6initial_condition,stationary,"y_1 is drawn from the stationary distribution N(0, sigma^2/(1-rho^2))"7n_replications,20000,number of Monte Carlo replications to run8seed,20261029,random seed to use (numpy default_rng)9
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