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

ASJC Scopus subject areas

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

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