BibTeX
@MISC{_g05–,
author = {},
title = {g05 – Random Number Generators g05phc 1 Purpose},
year = {}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
nag_rand_arma (g05phc) nag_rand_arma (g05phc) generates a realization of a univariate time series from an autoregressive moving average (ARMA) model. The realization may be continued or a new realization generated at subsequent calls to nag_rand_arma (g05phc).
