arma_rnd Return a simulation of the ARMA model. arma_rnd (a, b, v, t, n) arma_rnd (a, b, v, t) a: vector b: vector v: Variance t: Length of output vector n: Number of dummy x(i) used for initialization This is an Octave function. The ARMA model is defined by x(n) = a(1) * x(n-1) + … + a(k) * x(n-k) + e(n) + b(1) * e(n-1) + … + b(l) * e(n-l) 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. 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.