Module RNARM in IMSLS

General Information

Generate a time series from a specified ARMA model.

Usage

CALL RNARM (NW, CONST, NPAR, PAR, LAGAR, NPMA, PMA, LAGMA, IADIST, AVAR, A, WI, W)

Classification

L6a20

t and triangular random numbers, random time series

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRNARM

Double Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/rnarm

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rnarm

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.