# Autoregressive Moving-Average Generator

Autoregressive Moving-Average Generator

The autoregressive moving-average process (ARMA) is a discrete-time and continuous-state random process. This generator randomly chooses parameters of the model from the interval ; you can set the condition for (weak) stationarity.

(-1,1)

Part of the output includes the autocorrelation function (ACF), partial autocorrelation function (PACF), and their samples (SACF, SPACF), which serve as a basic tool for model identification in the Box–Jenkins approach by looking for so-called cut-off points.