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Diffstat (limited to 'help/en_US/arma_rnd.xml')
-rw-r--r-- | help/en_US/arma_rnd.xml | 59 |
1 files changed, 1 insertions, 58 deletions
diff --git a/help/en_US/arma_rnd.xml b/help/en_US/arma_rnd.xml index 922bfb3..14b658b 100644 --- a/help/en_US/arma_rnd.xml +++ b/help/en_US/arma_rnd.xml @@ -17,64 +17,7 @@ <refnamediv> <refname>arma_rnd</refname> - <refpurpose>Return a simulation of the ARMA model.</refpurpose> + <refpurpose></refpurpose> </refnamediv> - -<refsynopsisdiv> - <title>Calling Sequence</title> - <synopsis> - arma_rnd (a, b, v, t, n) - arma_rnd (a, b, v, t) - </synopsis> -</refsynopsisdiv> - -<refsection> - <title>Parameters</title> - <variablelist> - <varlistentry><term>a:</term> - <listitem><para> vector</para></listitem></varlistentry> - <varlistentry><term>b:</term> - <listitem><para> vector</para></listitem></varlistentry> - <varlistentry><term>v:</term> - <listitem><para> Variance</para></listitem></varlistentry> - <varlistentry><term>t:</term> - <listitem><para> Length of output vector</para></listitem></varlistentry> - <varlistentry><term>n:</term> - <listitem><para> Number of dummy x(i) used for initialization</para></listitem></varlistentry> - </variablelist> -</refsection> - -<refsection> - <title>Description</title> - <para> -The ARMA model is defined by - </para> - <para> - <latex> - \begin{eqnarray} -x(n) = a(1) * x(n-1) + … + a(k) * x(n-k) + e(n) + b(1) * e(n-1) + … + b(l) * e(n-l) - \end{eqnarray} - </latex> -</para> -<para> -in which k is the length of vector a, l is the length of vector b and e is Gaussian white noise with variance v. The function returns a vector of length t. - </para> - <para> -The optional parameter n gives the number of dummy x(i) used for initialization, i.e., a sequence of length t+n is generated and x(n+1:t+n) is returned. If n is omitted, n = 100 is used. -</para> -</refsection> - -<refsection> - <title>Examples</title> - <programlisting role="example"><![CDATA[ -a = [1 2 3 4 5]; -b = [7; 8; 9; 10; 11]; -v = 10; -t = 5; -n = 100; -arma_rnd (a, b, v, t, n) - - ]]></programlisting> -</refsection> </refentry> |