https://communities.sas.com/t5/SAS-Procedures/How-to-Simulate-an-MA-1-with-theta-0-9/m-p/435660#M68979 <P>If you have SAS/IML software, the easiest way is to <A href="http://go.documentation.sas.com/?docsetId=imlug&amp;docsetTarget=imlug_langref_sect063.htm&amp;docsetVersion=14.3&amp;locale=en" target="_self">use the ARMASIM&nbsp;function</A>, which simulates, AR models, MA models, and combined ARMA models.</P> <P>&nbsp;</P> Fri, 09 Feb 2018 14:59:22 GMT Rick_SAS 2018-02-09T14:59:22Z https://communities.sas.com/t5/SAS-Procedures/How-to-Simulate-an-MA-1-with-theta-0-9/m-p/434929#M68925 <P>In Cryer and Chan's text Time Series Analysis With Applications in R, they simulate an MA(1) with different values of theta (say theta =-0.9).&nbsp; How to do that in SAS studio?&nbsp; Thanks.</P> Wed, 07 Feb 2018 16:11:48 GMT https://communities.sas.com/t5/SAS-Procedures/How-to-Simulate-an-MA-1-with-theta-0-9/m-p/434929#M68925 Kboukaabar 2018-02-07T16:11:48Z https://communities.sas.com/t5/SAS-Procedures/How-to-Simulate-an-MA-1-with-theta-0-9/m-p/435660#M68979 <P>If you have SAS/IML software, the easiest way is to <A href="http://go.documentation.sas.com/?docsetId=imlug&amp;docsetTarget=imlug_langref_sect063.htm&amp;docsetVersion=14.3&amp;locale=en" target="_self">use the ARMASIM&nbsp;function</A>, which simulates, AR models, MA models, and combined ARMA models.</P> <P>&nbsp;</P> Fri, 09 Feb 2018 14:59:22 GMT https://communities.sas.com/t5/SAS-Procedures/How-to-Simulate-an-MA-1-with-theta-0-9/m-p/435660#M68979 Rick_SAS 2018-02-09T14:59:22Z