Parameters

t
0.8

MA(a)
parameter*current error+previou

Noise
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43

AR(1)-a MA(1)-a ARMA(1,1)

2.66
0.00
0
-2.66
1.15
1.15 3.278308
3.28
-0.22
0.70 0.695969
1.62
0.08
0.64 -0.10023
0.46
0.08
0.59 0.147272
0.66
-0.86
-0.39 -0.79245
-0.32
-0.96
-1.27 -1.64589
-1.95
1.13
0.12 0.366921
-0.65
0.45
0.55 1.359028
1.46
-0.91
-0.47 -0.5455
-0.11
-0.21
-0.58 -0.9326
-1.31
0.05
-0.41 -0.11492
-0.58
-1.49
-1.82 -1.4449
-1.78
0.52
-0.94 -0.67021
-2.12
1.20
0.45 1.615917
0.87
0.05
0.41 1.010282
1.37
1.14
1.47 1.17953
1.51
-0.37
0.81 0.54632
1.72
0.71
1.36 0.415756
1.06
0.94
2.02 1.505236
2.59
-0.60
1.02 0.148665
1.77
0.05
0.86 -0.43257
0.38
1.39
2.08 1.428446
2.12
0.61
2.27 1.718639
3.38
1.32
3.14 1.804797
3.62
-0.99
1.52 0.066713
2.58
-1.47
-0.26 -2.26548
-1.05
1.20
0.99 0.015416
-0.19
-1.61
-0.82 -0.6516
0.14
0.31
-0.34 -0.97327
-1.63
-0.54
-0.81 -0.29158
-0.56
0.43
-0.22 -0.00585
-0.66
-0.20
-0.38 0.141285
-0.04
-0.80
-1.10 -0.96082
-1.26
-0.01
-0.90 -0.65188
-1.54
1.03
0.32 1.025496
0.31
-0.66
-0.40 0.170527
0.43
-0.52
-0.84 -1.04797
-1.37
1.85
1.17 1.430417
0.76
-0.37
0.56 1.103719
2.04
0.80
1.26 0.504654
0.96
-1.53
-0.53 -0.88673
0.12
0.30
-0.12 -0.92263
-1.34
0.54
0.44 0.781424
0.69

44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88

-0.81
0.00
-0.68
-0.56
0.13
1.38
0.62
0.70
0.42
-0.13
-0.05
-1.41
0.41
-1.49
1.14
-1.81
0.27
-0.63
-0.71
0.83
0.78
1.02
0.71
-0.10
0.36
1.30
-2.03
-0.60
1.95
-0.93
0.43
-0.45
1.03
0.62
-2.15
-2.20
-1.10
0.58
-1.32
-1.55
-0.11
-0.55
0.64
-0.36
-0.18

-0.45
-0.36
-0.97
-1.33
-0.94
0.63
1.12
1.60
1.70
1.23
0.93
-0.66
-0.12
-1.59
-0.13
-1.91
-1.26
-1.63
-2.02
-0.79
0.15
1.13
1.62
1.20
1.32
2.36
-0.14
-0.72
1.37
0.16
0.57
0.01
1.04
1.45
-0.99
-2.99
-3.50
-2.22
-3.10
-4.03
-3.33
-3.22
-1.94
-1.91
-1.71

-0.37492
-0.64734
-0.67744
-1.098
-0.3172
1.481587
1.723159
1.200875
0.98246
0.205948
-0.15562
-1.44987
-0.71341
-1.16266
-0.0592
-0.89948
-1.17434
-0.40943
-1.21558
0.254267
1.439572
1.638795
1.524753
0.472399
0.286273
1.595827
-0.9876
-2.22826
1.463668
0.623179
-0.3131
-0.09809
0.673342
1.441387
-1.65713
-3.91808
-2.86211
-0.30789
-0.85772
-2.60228
-1.35219
-0.64157
0.195092
0.148635
-0.4684

-0.02
-1.01
-0.97
-1.87
-1.38
0.73
2.23
2.10
2.27
1.57
0.83
-0.70
-1.24
-1.26
-1.33
-1.01
-2.71
-1.42
-2.52
-1.36
0.81
1.76
2.43
1.77
1.24
2.65
0.90
-2.34
0.89
1.72
-0.18
0.35
0.68
2.27
-0.50
-4.71
-5.26
-3.11
-2.64
-5.08
-4.57
-3.31
-2.38
-1.40
-2.00

89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107

-1.24
-0.68
0.59
-0.51
2.82
0.25
-0.12
-1.26
0.11
1.94
0.18
-0.48
-2.93
-0.59
-0.97
-0.40
-0.31
-0.32
0.35

-2.61
-2.77
-1.62
-1.81
1.37
1.35
0.95
-0.50
-0.29
1.71
1.55
0.76
-2.32
-2.45
-2.93
-2.74
-2.50
-2.32
-1.51

-1.38558
-1.67439
0.047805
-0.03899
2.40716
2.504215
0.076552
-1.35905
-0.90181
2.029241
1.738394
-0.33294
-3.31223
-2.93262
-1.44174
-1.17141
-0.62723
-0.56858
0.092048

-2.75
-3.76
-2.17
-1.34
0.96
3.60
1.15
-0.60
-1.30
1.80
3.11
0.91
-2.70
-4.79
-3.40
-3.51
-2.82
-2.57
-1.76

ARIMA(1,1,1)
0
0.62
4.89
2.072298019
1.112300058
0.337456685
-2.27271629
-2.60075493
0.808771336
1.348345141
-1.41426917
-1.88771818
-2.35698982
-3.90069533
-1.2565661
2.239990688
2.881314619
3.230527291
2.785318797
3.653646606
4.357569303
2.14811319
2.499098057
5.500277256
7.003167532
6.196302107
1.525472074
-1.24120399
-0.05272557
-1.4881605
-2.19134327
-1.22181576
-0.69545601
-1.30279541
-2.80010519
-1.22582707
0.734978987
-0.94426709
-0.61457166
2.797325673
2.997588689
1.073059808
-1.22592891
-0.65740389

White Noise
4.00
3.00
2.00
1.00
-10

0.00

10

30

50

70

-1.00
-2.00
-3.00
-4.00

MA(

4
3
2
1
Axis Title

-10

10

30

50

-1
-2
-3
-4
-5

Axis Ti

0.666938774
-1.02742064
-1.97590848
-2.83857566
-3.25227994
-0.64817987
2.960524303
4.327788413
4.366260597
3.833479288
2.398124709
0.127610587
-1.94508468
-2.49750067
-2.58306176
-2.33387621
-3.71193371
-4.12295756
-3.94041181
-3.88639329
-0.55707122
2.5613847
4.185660008
4.197122255
3.010545709
3.897019719
3.555111844
-1.43972074
-1.45127273
2.611899163
1.540078512
0.172899666
1.033494195
2.948748611
1.769318256
-5.21403342
-9.96992689
-8.36299683
-5.74303099
-7.71600145
-9.65201795
-7.88117849
-5.68791372
-3.78139968
-3.39930598

0
0
Axis Title

-2

-4

-6

-8

-10

-12

20

40

-4.74988065
-6.51406419
-5.9279308
-3.50307408
-0.37764935
4.558300886
4.752545985
0.556145745
-1.89692341
0.495477524
4.90250206
4.015106995
-1.79449643
-7.49079936
-8.18580185
-6.91004862
-6.32848111
-5.38473826
-4.33228366

se

30

AR(1

4.00
3.00
2.00
1.00
70

90

110

Axis Title -10

0.00

10

30

50

-1.00
-2.00
-3.00
-4.00
-5.00

Axis Titl

MA(1)

50

70

90

110

Axis Title

AR, MA, ARMA, ARIMA

AR, MA, ARMA, ARIMA

40

60

Axis Title

80

AR(1)

30

50

Axis Title

70

90

110

100

120

MA(1)
AR(1)
ARMA
ARIMA