www.gusucode.com > econ 案例源码程序 matlab代码 > econ/ConvertAVARMAModelToAVMAModelFRPExample.m
%% Convert a VARMA Model to a VMA Model %% % Start with a 2-dimensional VARMA(2, 2) specification structure in |Spec|: % Copyright 2015 The MathWorks, Inc. load Data_VARMA22 %% % Convert |Spec| into a pure VMA(2) model in |SpecMA|: SpecMA = vgxma(Spec); %% % Display the original specification structure in |Spec| and compare with % the new specification structure in |SpecMA|: vgxdisp(Spec, SpecMA) %% % Obtain the first 4 MA lags in |SpecMA|: SpecMA = vgxma(Spec, 4); vgxdisp(Spec, SpecMA); %% % Obtain just the 99th lag and display the result: SpecMA = vgxma(Spec, 1, 99); vgxdisp(SpecMA);