' ANALIZA VREMENSKIH SERIJA : ARMA(1,1) MODEL

workfile vezba8 u 1 200
series e = 0
series ARMA1=0
series ARMA2=0
series ARMA3=0
series ARMA4=0

rndseed 123456789

'Gausov beli sum sa varijansom jedan i sredinom nula

series e = nrnd


'4 VARIJANTE ARMA(1,1) MODELA'
 
smpl 2 200
arma1=0.8*arma1(-1)+e-0.5*e(-1)
arma2=0.8*arma2(-1)+e+0.5*e(-1)
arma3=-0.8*arma3(-1)+e+0.5*e(-1)
arma4=-0.8*arma4(-1)+e-0.5*e(-1)