www.gusucode.com > econ 案例源码程序 matlab代码 > econ/DefaultARModelExample.m
%% Default AR Model % This example shows how to use the shorthand |arima(p,D,q)| syntax to specify % the default AR($p$) model, % % $${y_t} = c + {\phi _1}{y_{t - 1}} + \ldots + {\phi _p}{y_{t - p}} + {\varepsilon _t}.$$ % % By default, all parameters in the created model object have unknown values, % and the innovation distribution is Gaussian with constant variance. % Copyright 2015 The MathWorks, Inc. %% % Specify the default AR(2) model: model = arima(2,0,0) %% % The output shows that the created model object, |model|, has |NaN| values for % all model parameters: the constant term, the AR coefficients, and the % variance. You can modify the created model object using dot notation, % or input it (along with data) to |estimate|.