Gmacro untuk model MA(1)

GMACRO
noEcho
note:this program uses K1, k2, c1, and c2
note
note:enter sample size and Ma1coefficient(theta) in the order.
note:type END to end input.
let k1=c1(1)+1 #sample size+1
let k2=c1(2) #theta
random k1 c1 #generate N(0,1) white noise
lag c1 c2
let c1=c1-k2*c2
copy c1 c1
erase k1 k2 c2
note:Simulated MA1 series is in c1
echo
ENDMACRO
 

^^mem luph atun^^