Interactive graphs of the TÁMOP project
argraph.html:
Graph of AR(4) process with variable poles.
magraph.html:
Graph of MA(4) process with variable zeros.
armagraph.html:
Graph of ARMA(2,2) process with variable poles and zeros.
arprediction.html:
Prediction of AR(4) using slightly wrong parameters.
archgraph.html:
Graph of ARCH process with variable parameters.
garchgraph.html:
Graph of GARCH process with variable parameters.
cgmygraph.html:
Graph of CGMY process with variable parameters.
armaarprediction.html:
Prediction of ARMA(2,2) process using a best fit AR(p) process.
araudio.html:
Listen to an AR(4) process as a sound.
garchqmle.html:
Quasi Maximum Likelihood Estimate of a GARCH process.
cgmyecf.html:
Empirical Characteristic Function estimate of a CGMY process.
arlyapunov.html:
Calculate inverse of Lyapunov for AR(4) process.
arautocov.html:
Autocovariance function of an AR(4) process.
armalyapunov.html:
Calculate inverse of Lyapunov for ARMA(2,2) process.
armaautocov.html:
Autocovariance function of an ARMA(2,2) process.