On Aug 15, 1:33�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�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 �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!
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!