Generate series that fit to an ARMA model

[hessinemaaoui]

Hi,
I’m simulating a Supply chain. I’m doing this with java. the entrey of my simulation (each time) is a series of numbers. I want at the and of the simulation that this series is an ARMA( sometimes AR(p) or MA(q) or ARMA(p,q). Some kind of a box that generate along the simulation the desired series. how can’I do this by SuanShu?

Regards.

[Author]

Posts