The autoregressive integrated moving averages model (ARIMA) of order (p, d, q) has been applied to time series data in psychological and educational research. The article describes a FORTRAN IV program that generates ARIMA data of a known order. The program enables researchers to explore the statistical properties of ARIMA data and to simulate systems producing time dependent observations.
ASJC Scopus subject areas
- Developmental and Educational Psychology
- Applied Psychology
- Applied Mathematics