SIM_ARMA: Stata module to simulate data for ARMA processes

Jeff Pitblado ()
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Jeff Pitblado: StataCorp LP

Statistical Software Components from Boston College Department of Economics

Abstract: sim_arma is a random number generator for the ARMA(p,q) model. For more information, see A. McDowell, Stata Journal 4:2, 180-189. The routine may be installed with the "net from" command in Stata.

Language: Stata
Requires: Stata version 8.0 (7.0 for sim_arma_7)
Keywords: Box-Jenkins; ARMA; ARIMA (search for similar items in EconPapers)
Date: Written 2004-08-17

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http://www.stata.com/users/jpitblado link to program code (text/html)

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