Name of Quantlet: 'pyTSA_ARMA'

Published in: 'Applied Time Series Analysis and Forecasting with Python'

Description: 'This Quantlet simulates and plots ARMA(2,2) - autoregressive moving average process time series, its ACF and PACF'

Keywords: 'time series,  stationarity, autocorrelation, PACF, ACF, simulation, stochastic process, ARMA, moving average, autoregression'

Author[New]: Huang Changquan, Alla Petukhina