% -*- texinfo -*- % @deftypefn {Function File} {} arma_rnd (@var{a}, @var{b}, @var{v}, @var{t}, @var{n}) % Return a simulation of the ARMA model % % @example % @group % x(n) = a(1) * x(n-1) + @dots{} + a(k) * x(n-k) % + e(n) + b(1) * e(n-1) + @dots{} + b(l) * e(n-l) % @end group % @end example % % @noindent % in which @var{k} is the length of vector @var{a}, @var{l} is the % length of vector @var{b} and @var{e} is Gaussian white noise with % variance @var{v}. The function returns a vector of length @var{t}. % % The optional parameter @var{n} gives the number of dummy % @var{x}(@var{i}) used for initialization, i.e., a sequence of length % @var{t}+@var{n} is generated and @var{x}(@var{n}+1:@var{t}+@var{n}) % is returned. If @var{n} is omitted, @var{n} = 100 is used. % @end deftypefn