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Generating ARIMA series with TimeSynth #18

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feuch24 opened this issue Jul 15, 2020 · 0 comments
Open

Generating ARIMA series with TimeSynth #18

feuch24 opened this issue Jul 15, 2020 · 0 comments

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@feuch24
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feuch24 commented Jul 15, 2020

I would like to be able to generate ARIMA series (i.e. with differencing as well as AR and MA components), is this possible using TimeSynth? I'm looking at the NARMA function, but I can't work out if I can specify differences, or if I can have different orders for AR and MA? If there is any existing documentation that answers these questions please direct me to it.
Thanks very much.
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