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    %% AR Model with a t Innovation Distribution  
% This example shows how to specify an AR($p$) model with a Student's _t_
% innovation distribution.   

% 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 innovations follow a Student's _t_ distribution with unknown
% degrees of freedom. 
model = arima('Constant',0,'ARLags',1:2,'Distribution','t') 

%%
% The value of |Distribution| is a |struct| array with field |Name| equal
% to |'t'| and field |DoF| equal to |NaN|. The |NaN| value indicates the
% degrees of freedom are unknown, and need to be estimated using |estimate|
% or otherwise specified by the user.