MathGroup Archive 2001

[Date Index] [Thread Index] [Author Index]

Search the Archive

Time series generation

  • To: mathgroup at
  • Subject: [mg30799] Time series generation
  • From: "DIAMOND Mark R." <dot at>
  • Date: Wed, 19 Sep 2001 00:16:39 -0400 (EDT)
  • Organization: The University of Western Australia
  • Sender: owner-wri-mathgroup at

I posted a question similar to this on stat.math, but since I will
undoubtedly implement the answer in Mathematica, it makes sense to ask here
as well ...

I am interested in generating an autoregressive data set with (stationary),
but stipulated, autocorrelations at certain lag distances. Is there a simple
way to do this, similar to using a Cholesky decomposition of a correlation
matrix for producing a (non-time-series) correlated data set?


Mark R. Diamond
Send email to  psy dot uwa dot edu dot au and address to markd

  • Prev by Date: Solve n equations without giving n?
  • Next by Date: Speed issue with MathLink
  • Previous by thread: Solve n equations without giving n?
  • Next by thread: Speed issue with MathLink