how to simulate an ARMA model with AR errors matlab

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ABDULAZIZ ALTUN
ABDULAZIZ ALTUN il 2 Mag 2020
I would like to simulate an ARMA
where and
How can I simulate such a series known the variable .
I know of this https://uk.mathworks.com/help/econ/regarima-class.html but that was not helpful for this purpose

Accedi per rispondere a questa domanda.

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