A computer program for the generation of arima data

Samuel B. Green; Keith O. Noles

doi:10.1177/001316447703700132

A computer program for the generation of arima data

Samuel B. Green, Keith O. Noles

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	249-252
Number of pages	4
Journal	Educational and Psychological Measurement
Volume	37
Issue number	1
DOIs	https://doi.org/10.1177/001316447703700132
State	Published - 1977
Externally published	Yes

ASJC Scopus subject areas

Developmental and Educational Psychology
Applied Psychology
Applied Mathematics
Education

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title = "A computer program for the generation of arima data",

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.",

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A computer program for the generation of arima data

Abstract

ASJC Scopus subject areas

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