From: Oskar Vivero on 29 Apr 2010 15:37 Hi All, This is not directly matlab related, but I am wondering if there are any specific algorithms for generating an ARMA sequence out of a set of innovations. I know that the book Time Series Analysis from Brockwell and Davies presents a recursive algorithm but no name is provided (nor number of flops to obtain an ARMA sequence). Hopefully some of you can enlighten me. Thanks, Oskar
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