Simulate ARMA(1,1) process with Phi=[1.0], Theta=[-0.25].
Uses MtxExpr, StatTimeSerAnalysis; procedure Example; var phi,theta,ts: Vector; begin phi.SetIt(false,[1.0]); theta.SetIt(false,[-0.25]); ARMASimulate(phi,theta,100,ts); // ts now stores 100 points from ARMA(1,1) process. end;
#include "MtxExpr.hpp" #include "Math387.hpp" #include "StatTimeSerAnalysis.hpp" void __fastcall Example(); { sVector phi,theta,ts; phi.SetIt(false,OPENARRAY(double,(1.0))); theta.SetIt(false,OPENARRAY(double,(-0.25))); ARMASimulate(phi,theta,100,ts); // ts now stores 100 points from ARMA(1,1) process.
Copyright (c) 1999-2025 by Dew Research. All rights reserved.
|