Simulating MA(1) process: Assertion failed

2017 12 27
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Hi all,
I am required to solve the following exercise:
Write a function that simulates an MA(1) process. The function should take the following input parameters (in this order):
  • theta (MA parameter)
  • sigma (standard deviation of innovations)
  • epsilon0 (starting value)
  • T (total length of the time series to simulate)
The result should be a Tx1 column vector.
The code to call is:
path = simulateMA1(0.9, 0.1, 0, 100)
and the function I created is:
function y = simulateMA1(theta, sigma, epsilon0, T)
y(1)=epsilon0;
for k=2:T
epsilon0(k)=sigma*randn;
y(k)=epsilon0(k)+theta*epsilon0(k-1) ;
end
y=y.'
end
However, after calling the function in Cody Coursework it states "Assertion failed". Since I'm obtaining the Tx1 column vector, I can't figure out the error.
I appreciate any help.
Best,
Kay

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