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Simulate two correlated time series data from 2 ARMA models
Dear all, I have established 2 ARMA models. say y1 and y2. The time series y1 and y2 are supposed to be correlated with e...
9년 초과 전 | 답변 수: 0 | 0
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Wind speed ARMA simulation
Dear All, I have some problem in simulating my wind speed using ARMA model. When I use the ARMA, i obtain negative wind spee...
9년 초과 전 | 답변 수: 1 | 0