%% Simulate and Filter
% Specify a mean zero ARIMA(2,0,1) model.

Mdl = arima('Constant',0,'AR',{0.5,-0.8},'MA',-0.5,...
    'Variance',0.1);

%
% Simulate the model using Monte Carlo simulation. Then, standardize the simulated innovations and filter them.

rng(1); % For reproducibility
[y,e,v] = simulate(Mdl,100);
Z = e./sqrt(v);
[Y,E,V] = filter(Mdl,Z);

%
% Confirm that the outputs of simulate and filter are identical.

isequal(y,Y)

% The logical value 1 confirms the two outputs are identical.
% Copyright 2015 The MathWorks, Inc.