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PValls

Pedro Valls

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Quatro Computation
STOCHASTIC PROCESS
Simulation of n realizartions if a stochastic process and one realization of the time series choosing one obeservation in each realization.
MA(1) com theta=0,5
ARMA(1,1) com $\psi=0,8$ e $\theta=0,3$
MA1) $\theta=0,8$
AR(1) com $\pis=0,8$