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);