>> e=randn(N,1); >> x=filter(b,1,e * sqrt(sig2));which is directly equivalent to (10.36) except for the initial startup. To alleviate startup effects, it is necessary to discard the first samples of x. In practice, one would generate samples, then keep the last samples:
>> e=randn(N+Q,1); >> x=filter(b,1,e * sqrt(sig2)); >> x=x(Q+1:Q+N);In contrast to ARMA, MA has a finite ACF. An MA process has the autocorrelation function
>> b2=conv(b(:),flipud(b(:))); >> % Theoretical ACF of MA process >> r = sig2 * [b2(1+Q:end); zeros(N-Q-1,1)];The circular MA process is a special case of the circular ARMA process with PDF (10.7) and