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|.