PsiARMA11(mean,volatility,ar_coef, ma_coef, val0, err0)

where |a1| < 1 must be true for stationarity. 

PsiARMA11 produces a first order autoregressive moving average time series with mean mean, volatility volatility, autoregressive coefficient ar_coef, moving average coefficient ma_coef, time value at time 0 val0 and initial error term err0.

This time series produces an autocorrelation function (ACF) that decreases geometrically and a partial autocorreletion function (PACF) that is comparable to one produced by PsiMA1. 

For more information, see the Analytic Solver Reference Guide downloadable from Analytic Solver by clicking Help -- User Guides -- Analytic Solver Reference Guide.