StatTimeSerAnalysis.ARIMASimulate Method

#	Name	Description
1	p	stores the AR coefficients. Length of the p vector defines AR(p) order.
2	t	stores the MA coefficients. Length of the t vector defines MA(q) order.
3	d	defines how many times time series is differentiated (d parameter in ARIMA).
4	ResInit	defines initial values for integration: r[-d+1],Dr[-d+2],...,D^(d-1)r[0]. The length of ResInit must be equal to d, otherwise an exception will be raised.
5	n	defines number of points to simulate.
6	aResult	returns ARIMA (p,d,q) time series. Size of Result vector is adjusted automatiacally.

Result: stored in self (calling object)

Copyusing Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
namespace Dew.Examples
{
    private void Example()
    {
        Vector phi = new Vector(0);
        Vector theta = new Vector(0);
        Vector init = new Vector(0);
        Vector ts = new Vector(0);
        phi.SetIt(false, new double[] {1.0});
        theta.SetIt(false,new double[] {-0.25});
        theta.SetIt(false,new double[] {0.0});
        StatTimeSerAnalysis.ARIMASimulate(phi,theta,2,init,100,ts);
        // ts now stores 100 points from ARIMA(1,1,2) process.
    }
}