www.gusucode.com > econ 案例源码程序 matlab代码 > econ/DefaultMAModelExample.m

    %% Default MA Model  
% This example shows how to use the shorthand |arima(p,D,q)| syntax to specify
% the default MA  
%
% $${y_t} = c + {\varepsilon _t} + {\theta _1}{\varepsilon _{t - 1}} +  \ldots  + {\theta _q}{\varepsilon _{t - q}}.$$
%
% 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 MA(3) model: 
model = arima(0,0,3) 

%%
% The output shows that the created model object, |model|, has |NaN| values for
% all model parameters: the constant term, the MA coefficients, and the
% variance. You can modify the created model object using dot notation,
% or input it (along with data) to |estimate|.