<<timeseri\\datasmoo.m
<<timeseri\\timeseri.m
<<timeseri\\userfunc.m

POPIS ARMA, AR a MA MODELU

Popis modelu ARMA (2, 1) v tvare

(Subscript[X, t])-0.5 (Subscript[X, t-1])+0.2(Subscript[X, t-2])=(Subscript[Z, t])+0.7(Subscript[Z, t-1])

ARMAModel[{0.5,-0.2},{.7},.8]

Popis modelu ARMA (2, 1) v tvare
(Subscript[X, t])-0.7 (Subscript[X, t-1])+0.2(Subscript[X, t-2])=(Subscript[Z, t])+0.8(Subscript[Z, t-1])

popis modelu AR(2)

arma=ARMAModel[{0.5,-0.2},{0.7},0.8]
MACoefficients[arma]
ARCoefficients[arma]

Vytvorenie casoveho radu popisaneho arma modelom

Prikaz arma popisuje model, ale nevytvori hodnotycasoveho radu. Prikaz timeseries nahodne vygeneruje vychodiskove hodnoty. Sum ma normalne rozlozenie pravdepodobnosti so stredovou hodnotou 0 a rozptylom 0.8.

rad=TimeSeries[ARMAModel[{0.5,-0.2},{0.7},0.8],7]

rad=SeedRandom[1234];
TimeSeries[ARMAModel[{0.5,-0.2},{0.7},0.8],7]

TimeSeries[ARMAModel[{0.5,-0.2},{0.7},0.8],7,{-0.3,.5}]