

madt(timeslab)                               R Documentation

_S_i_m_u_l_a_t_e _D_a_t_a _f_r_o_m _a_n _M_A _P_r_o_c_e_s_s

_D_e_s_c_r_i_p_t_i_o_n_:

     Simulate Data from an MA Process

_U_s_a_g_e_:

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

_A_r_g_u_m_e_n_t_s_:

    beta: Array of length $q$ containing the MA coefficients
          $eta$.

    rvar: Real scalar containing the error variance
          $sigma^2(>0)$.

       n: Integer $(>q)$ containing the desired number of
          observations.

_V_a_l_u_e_:

    madt: returns an array {`x'} of length {sl{n}} contain-
          ing the realization.

