Numerical Python code to generate artificial data from a time series process
Is

scipy.dot(A1, data[i-1, :]) + scipy.dot(A2, data[i-1, :])


a bug or a copy-paste error? According to the spec, the second term should have i - 2.
A 90% lead-in seems arbitrary. In fact, any lead-in would be arbitrary, as long as you didn't quantify how much the initial condition should fade. In any case, I recommend to pass it as a parameter (either percentage to discard, or - preferably - the desired decay of the initial condition).