A computer program for the generation of arima data

Samuel B. Green, Keith O. Noles

Research output: Contribution to journalArticle

Abstract

The autoregressive integrated moving averages model (ARIMA) of order (p, d, q) has been applied to time series data in psychological and educational research. The article describes a FORTRAN IV program that generates ARIMA data of a known order. The program enables researchers to explore the statistical properties of ARIMA data and to simulate systems producing time dependent observations.

Original languageEnglish (US)
Pages (from-to)249-252
Number of pages4
JournalEducational and Psychological Measurement
Volume37
Issue number1
DOIs
StatePublished - 1977
Externally publishedYes

Fingerprint

Moclobemide
Moving Average Model
Integrated Model
data processing program
Computer program listings
Software
D.3.2 [Programming Languages]: Language Classifications - Fortran
Dependent Observations
Research Personnel
Psychology
Time Series Data
educational research
Statistical property
time series
Time series
Research

ASJC Scopus subject areas

  • Developmental and Educational Psychology
  • Applied Psychology
  • Applied Mathematics
  • Education

Cite this

A computer program for the generation of arima data. / Green, Samuel B.; Noles, Keith O.

In: Educational and Psychological Measurement, Vol. 37, No. 1, 1977, p. 249-252.

Research output: Contribution to journalArticle

Green, Samuel B. ; Noles, Keith O. / A computer program for the generation of arima data. In: Educational and Psychological Measurement. 1977 ; Vol. 37, No. 1. pp. 249-252.
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