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how to generate moving average time series data? in detalies

2 vues (au cours des 30 derniers jours)
arkedia
arkedia le 5 Juin 2013
I want to generate a data from a moving average time series model of order 1and 2 and 3 with different theta =0.8, 0.5, 0.9 i'v tried the following code... function z = armasim(phi,theta,n) % ARMASIM(PHI,THETA,N) generates N observations from the % ARMA model specified by PHI, THETA % It "burns in" with the 1st 200 observations [p m] = size(phi); [q m] = size(theta); n1 = 200+n; a = normrnd(0,1,n1+q,1); z = zeros(p,1); for i=1:n1 zt = z(i:(i+p-1))'*phi(p:-1:1)+a(i+q)-a(i:(i+q-1))'*theta(q:-1:1); z = [ z ; zt ]; end z = z((201+p):(n1+p)); But when i plot the data it's not moving average plot so i'm asking if their is another avelable code to use it

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