How can I simulate an ARMA process in Matlab? _How can I simulate an ARMA process in Matlab?
How can I simulate an ARMA process in Matlab?
ARMA (Autoregressive Moving Average Model)
MATLAB & Simulink
http://www.mathworks.com/help/econ/arma-models.html
There is an arma function in matlab.... towards which I guess Michael G. sent you...
Hi
I advice you to see these documents. You will find what you need.
I hope that I helped you, let us know if you have another questions or you need more details.
With best regards
http://fr.mathworks.com/help/signal/autoregressive-and-moving-average-models.html
http://fr.mathworks.com/help/econ/moving-average-model.html
http://fr.mathworks.com/help/econ/arma-model.html
Check this one :
https://www.kevinsheppard.com/MFE_Toolbox#Code
You can use system identification toolbox, both GUI of this toolbox and .m functions can be suitable for answering this questions.
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