A computer program for the generation of arima data

Samuel B. Green, Keith O. Noles

Research output: Contribution to journalArticlepeer-review

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

ASJC Scopus subject areas

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

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