This is also known as ARMA.
We define as
In this case we are taking AR and combining it with MA.
The above is called an ARMA(1,1) with .
We can simulate and ARIMA(1,1) process with and
arma11 <- arima.sim(1000, model=list(ar=c(.5), ma=c(.7)))This is also known as ARMA.
We define as
In this case we are taking AR and combining it with MA.
The above is called an ARMA(1,1) with .
We can simulate and ARIMA(1,1) process with and
arma11 <- arima.sim(1000, model=list(ar=c(.5), ma=c(.7)))