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This applet generates examples of ARMA time series models. It allows the user to define a model, and then generates a sample path. It also tests for stationarity and invertibility. Three exercises suggest models to try and ask the user to observe particular characteristics of the sample paths. The help screen describes the model as well as the applet.
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Date Of Record Creation 2005-05-11 14:53:00
Date Last Modified 2013-01-04 11:32:00
Date Of Record Release 2005-05-11 14:53:00
Email Address
Date Issued 1997
Resource Type
Author Name Aaron Bono
Author Organization Aranya Software Technologies
Source Code Available On
Material Type
Statistical Topic
Intended User Role
Math Level

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