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ARMA Grapher

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Visit this site: http://www.aranya.com/resources/java/ARMAgrapher/
Author:Aaron Bono
Description: An applet designed to give those new to the field of Time Series a feel for the "look" of some basic time series models, to help students and instructors generate random data for simple ARMA models and get a feel for what the data might look like. It also determines whether or not the series is stationary or invertable. The user may define the model and adjust how the data are displayed, and can zoom in on a particular part of the graph by clicking on it. See also the related ARMA Parameters applet, intended to show how the ACF and PACF look.
Levels: College
Languages: English
Resource Types: Web Interactive/Java
Math Topics: Statistics

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