what is function or code to simulate moving average model
in [Matlab]
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From: arkedia on 5 Aug 2010 04:44 what is the function or code to simulate data from moving average time series model ,with specific order and Parameter such as: MA(1), and MA parameter=0.3
From: us on 5 Aug 2010 04:52 "arkedia " <blue_arkedia(a)hotmail.com> wrote in message <i3dtko$nd$1(a)fred.mathworks.com>... > what is the function or code to simulate data from moving average time series model ,with specific order and Parameter such as: > > MA(1), and MA parameter=0.3 a hint: - if(f) you own the system identification tbx... help ident; help idhelp; us
From: Rogelio on 5 Aug 2010 04:56 "arkedia " <blue_arkedia(a)hotmail.com> wrote in message <i3dtko$nd$1(a)fred.mathworks.com>... > what is the function or code to simulate data from moving average time series model ,with specific order and Parameter such as: > > MA(1), and MA parameter=0.3 You first need to specify your parameters, then you simulate your noise using "normrnd" for example. Finally you use the function "filter" to make the ARMA process.
From: Wayne King on 5 Aug 2010 07:01
"arkedia " <blue_arkedia(a)hotmail.com> wrote in message <i3dtko$nd$1(a)fred.mathworks.com>... > what is the function or code to simulate data from moving average time series model ,with specific order and Parameter such as: > > MA(1), and MA parameter=0.3 Hi, I'm not sure how you are using the term MA parameter here. You're either saying you want to implement a difference equation: y(n)=e(n)+0.3*e(n-1) where e(n) is a white noise process, or you want to implement y(n) =0.3*(e(n)+e(n-1)) I'll guess that you mean the former. you can implement your MA(1) moving average model as B = [1 0.3]; Output = filter(B,1,Input); % where Input is white noise If you have the Signal Processing Toolbox, you can see the transfer function of this system with fvtool(B,1); If you really intended the 2nd model above, then make the obvious change. Hope that helps, Wayne |