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ARMA(p,q)<br> Auto-Regressive-Moving-Average univariate process

ARMA(p,q)
Auto-Regressive-Moving-Average univariate process

Source Code for This Display, and the arma.c data generator were written by David Forrest in 1997 at UVA Systems Engineering (See) the Multivariate AutoRegressive Moving Average data generator
This Demo uses Perl, Unix, cgi-lib.pl, and | Stat to provide data, a plot, and a set of lagged autocorrelations, for a autoregressive moving average process with the following parameters:
VariableValueExamples
Phi List0.1,0.2
Theta List-0.2,-2.3
Initial X100.345
Random Seed1965
Number of Points100
StdDeviation of Noise1.0
 

    
AutoRegression Analysis

    

    
Data

    

    
Plot

    

    



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