How to Simulate an MA(1) with theta = -0.9

[Kboukaabar]

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.

[Rick_SAS · Accepted solution]

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.