Hello,
I want to simulate 100 values of the ARMA Process with this function:
x[i] = 0.5 * x[i-1] + 0.2 * x[i-2] + x[i] + 0.9 * x[i-1] + 0.2 * x[i-2] +
0.3 * x[i-3]
which possibilities do I have?
Alin Soare
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