General Information
Generates a realization of a time series from an ARMA model
- Usage
CALL G05PAF(MODE,XMEAN,IP,PHI,IQ,THETA,AVAR,VAR,N,X,IGEN,ISEED,R,NR,IFAIL)- Classification
| L6a20 | t and triangular random numbers, random time series |
- Type
- subroutine in NAG package (G05 sublibrary)
- Language
- Fortran
- Availability
- Proprietary, Portable
Module G05PAF in NAG