Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 249-252 |
| Number of pages | 4 |
| Journal | Educational and Psychological Measurement |
| Volume | 37 |
| Issue number | 1 |
| DOIs | |
| State | Published - 1977 |
| Externally published | Yes |
ASJC Scopus subject areas
- Developmental and Educational Psychology
- Applied Psychology
- Applied Mathematics
- Education
Fingerprint
Dive into the research topics of 'A computer program for the generation of arima data'. Together they form a unique fingerprint.Cite this
- APA
- Standard
- Harvard
- Vancouver
- Author
- BIBTEX
- RIS