www.gusucode.com > econ 案例源码程序 matlab代码 > econ/ARModelwithNoConstantTermExample.m
%% AR Model with No Constant Term % This example shows how to specify an AR(_p_) model with constant term % equal to zero. Use name-value syntax to specify a model that differs from % the default model. % Copyright 2015 The MathWorks, Inc. %% % Specify an AR(2) model with no constant term, % % $${y_t} = {\phi _1}{y_{t - 1}} + {\phi _2}{y_{t - 2}} + {\varepsilon _t},$$ % % where the innovation distribution is Gaussian with constant variance. model = arima('ARLags',1:2,'Constant',0) %% % The |ARLags| name-value argument specifies the lags corresponding to % nonzero AR coefficients. The property |Constant| in the created model % object is equal to |0|, as specified. The model object has default values % for all other properties, including |NaN| values as placeholders for the % unknown parameters: the AR coefficients and scalar variance. %% % You can modify the created model object using dot notation, or input it % (along with data) to |estimate|.