This Applet demonstates the properties of an ARMA(2,2) time series.

Displayed for the ARMA(2,2) model is:

  1. The auto correlation function.
  2. The partial autocorrelation function.
  3. The spectral density function.
  4. A realization of the time series.

You can control the values of the parameters by moving the red points around in each triangle. To regenerate a realization press the generate a realization button. The maximum value for n is 600.