Reply by HardySpicer August 15, 20092009-08-15
On Aug 15, 1:33&#2013266080;am, "atarmule" <ezio.belling...@gmail.com> wrote:
> >On Aug 14, 12:30=A0pm, "atarmule" <ezio.belling...@gmail.com> wrote: > >> Hi guys, > >> for the first time i'm looking information about arma models. it isn't > my > >> aim learn how to built it but just =A0use the coefficients i already > have= > >. > >> the coefficients are obtained with a NLS algorithm > >> so, i've a time serie in a spreadsheet and coefficients for AR(2) and > >> MA(2). > >> what formula have i to use to fit the serie for =A0MA(2), AR(2), and > >> ARMA(2,2)? > >> tnx! > > >What do you want? Do you want a spectrum or filter - please specify. > > I need a filter, i've the ideale time serie, and the noised serie. A white > noise is added to the ideal serie to obtain the noised. then i've to study > the difference between the ideal serie, the noised and the fitted series. > it's just a theoretical project > > Thank you!
Then form the transfer function from the ARMA parameters and pass the signal + noise through it. You can use the FILTER command in MATLAB if I remember right. eg suppose you have num=[1,2,3]; den=[1,-0.5] g=tf(num,den) where num,den are the polynomials of the ARMA process.
Reply by atarmule August 15, 20092009-08-15
>On Aug 14, 12:30=A0pm, "atarmule" <ezio.belling...@gmail.com> wrote: >> Hi guys, >> for the first time i'm looking information about arma models. it isn't
my
>> aim learn how to built it but just =A0use the coefficients i already
have=
>. >> the coefficients are obtained with a NLS algorithm >> so, i've a time serie in a spreadsheet and coefficients for AR(2) and >> MA(2). >> what formula have i to use to fit the serie for =A0MA(2), AR(2), and >> ARMA(2,2)? >> tnx! > >What do you want? Do you want a spectrum or filter - please specify. >
I need a filter, i've the ideale time serie, and the noised serie. A white noise is added to the ideal serie to obtain the noised. then i've to study the difference between the ideal serie, the noised and the fitted series. it's just a theoretical project Thank you!
Reply by HardySpicer August 14, 20092009-08-14
On Aug 14, 12:30&#2013266080;pm, "atarmule" <ezio.belling...@gmail.com> wrote:
> Hi guys, > for the first time i'm looking information about arma models. it isn't my > aim learn how to built it but just &#2013266080;use the coefficients i already have. > the coefficients are obtained with a NLS algorithm > so, i've a time serie in a spreadsheet and coefficients for AR(2) and > MA(2). > what formula have i to use to fit the serie for &#2013266080;MA(2), AR(2), and > ARMA(2,2)? > tnx!
What do you want? Do you want a spectrum or filter - please specify.
Reply by atarmule August 14, 20092009-08-14
Hi guys,
for the first time i'm looking information about arma models. it isn't my
aim learn how to built it but just  use the coefficients i already have.
the coefficients are obtained with a NLS algorithm
so, i've a time serie in a spreadsheet and coefficients for AR(2) and
MA(2).
what formula have i to use to fit the serie for  MA(2), AR(2), and
ARMA(2,2)? 
tnx!