Example

Simulate ARIMA(1,2,1) process with Phi=[1.0], Theta=[-0.25], d=2.

Uses MtxExpr, StatTimeSerAnalysis, Math387;
procedure Example;
var phi,theta,init,ts: Vector;
begin
  phi.SetIt(false,[1.0]);
  theta.SetIt(false,[-0.25]);
  init.SetIt(false,[0,0]);
  ARIMASimulate(phi,theta,2,init,100,ts);
  // ts now stores 100 points from ARIMA(1,1,2) process.
end;

#include "MtxExpr.hpp"
#include "Math387.hpp"
#include "StatTimeSerAnalysis.hpp"
void __fastcall Example();
{
  sVector phi,theta,init,ts;
  phi.SetIt(false,OPENARRAY(double,(1.0)));
  theta.SetIt(false,OPENARRAY(double,(-0.25)));
  init.SetIt(false,OPENARRAY(double,(0,0)));
  ARIMASimulate(phi,theta,2,init,100,ts);
  // ts now stores 100 points from ARIMA(1,1,2) process.
}