madt(timeslab)R Documentation

Simulate Data from an MA Process

Description

Simulate Data from an MA Process

Usage

madt(beta,rvar,n,seed=0)

Arguments

beta Array of length $q$ containing the MA coefficients $Vbeta$.
rvar Real scalar containing the error variance $&sigma^2(>0)$.
n Integer $(>q)$ containing the desired number of observations.

Value

madt returns an array {x} of length {tsl{n}} containing the realization.


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