WOLFRAM LANGUAGE FEATURED EXAMPLE

Simulate Time Series Data

Any time series process in Mathematica can be used to simulate random time series data. Use ARProcess, MAProcess, or ARMAProcess to simulate weakly stationary time series.

    
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Use ARIMAProcess to simulate time series with a trend:
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Use SARMAProcess or SARIMAProcess to simulate seasonal time series:
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Use FARIMAProcess to simulate a long-memory time series:
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