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SIM_ARMA: Stata module to simulate data for ARMA processes

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Author Info
Jeff Pitblado () (StataCorp LP)
Abstract

sim_arma is a random number generator for the ARMA(p,q) model. For more information, see A. McDowell, Stata Journal 4:2, 180-189. The routine may be installed with the "net from" command in Stata.

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File URL: http://www.stata.com/users/jpitblado
File Format: text/html
File Function: link to program code
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S445301.

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Programming language: Stata
Requires: Stata version 8.0 (7.0 for sim_arma_7)
Date of creation: 17 Aug 2004
Date of revision:
Handle: RePEc:boc:bocode:s445301

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Related research
Keywords: Box-Jenkins; ARMA; ARIMA;

Statistics
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This page was last updated on 2010-1-4.

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