/* MA(q) */
new; cls;
theta={0.5,-0.3,0.2,-0.1}; s2=0.1;         
n=1000;
x=masim(theta,s2,n);
library pgraph;
graphset;
title("MA(q)");
t=seqa(1,1,n);
xy(t,x);



proc masim(theta,s2,n);
   local cutn,q,e,x,t;
   cutn=100;                         /* first some data to cut off */
   q=rows(theta);
   print/lz "q=" rows(theta);
   e=rndn(cutn+n,1)*sqrt(s2);
   x=zeros(cutn+n,1);
   t=q+1;
   do while t<=cutn+n;
      x[t]=e[t]+rev(-theta)'e[t-q:t-1];
      t=t+1;
   endo;
   x=x[cutn+1:cutn+n];
   retp(x);
endp;