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). How to do that in SAS studio? Thanks.
If you have SAS/IML software, the easiest way is to use the ARMASIM function, which simulates, AR models, MA models, and combined ARMA models.
If you have SAS/IML software, the easiest way is to use the ARMASIM function, which simulates, AR models, MA models, and combined ARMA models.
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