madt(timeslab) | R Documentation |
Simulate Data from an MA Process
madt(beta,rvar,n,seed=0)
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. |
madt |
returns an array {x } of length {tsl{n}}
containing the realization. |