## ARMA simulation

Purpose

Description

Macro Synopsis

Modules

Related Functions

References

### Purpose

Simulate an ARMA process

### Description

"ARMA simulation" simulates an autoregressive moving-average (ARMA) process
according to

using a noise signal x as input.
Parameters of "ARMA simulation" are

- order (number of coefficients) P of the AR process
- AR coefficients a1, a2, ..., an
- order (number of coefficients) Q of the MA process
- MA coefficients b1, b2, ..., bm
- constant term c.

### Macro Synopsis

`y = ARMAsim(x, P, "a1,a2,...,an", Q,
"b1,b2,...,bn", "c");`

signal x,y;

int n,m;

string a,b,c;

### Modules

Statistics

### Related Functions

AR simulation, ARIMA modeling,
ARIMAX modeling, ARMA model order,
ARMA modeling, ARMA spectral density,
ARMAX modeling,
ARMAX simulation, NAR modeling,
NARMA modeling.

### References

Ljung [10], Conover [11], Graybill
[12], Hollander/Wolfe [13]