Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: genarch

Macro: genarma
Description: generates an autoregressive moving average process with mean zero

Usage: y = genarma(a, b, eps)
Input:
a p-vector of autoregressive parameters
b q-vector of moving average parameters
eps n-vector of noise
Output:
y n-vector, the ARMA process

Example:
library("times")
randomize(0)
genarma(0.1,0.1,normal(5))
Result:
Contents of y 
[1,] -0.21293 
[2,]  -1.0504 
[3,]   1.7444 
[4,] -0.93571 
[5,]  -1.6582 

Library: times
See also: genarch

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, 960819
(C) MD*TECH Method and Data Technologies, 28.6.1999