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Generate series that fit to an ARMA model

Home 21090308 Forums Numerical Method Statistics Generate series that fit to an ARMA model

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  • #2438
    idhahri
    Member

    Hi,
    I’m simulating a Supply chain. I’m doing this with java. the entrey of my simulation (each time) is a series of numbers. I want at the and of the simulation that this series is an ARMA( sometimes AR(p) or MA(q) or ARMA(p,q). Some kind of a box that generate along the simulation the desired series. how can’I do this by SuanShu?

    Regards.

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