www.gusucode.com > econ 案例源码程序 matlab代码 > econ/DifferenceLagOperatorPolynomialsExample.m
%% Difference Lag Operator Polynomials %% Specify a first difference polynomial % Copyright 2015 The MathWorks, Inc. D1 = LagOp({1,-1},'Lags',[0,1]) %% Specify a monthly differencing polynomial D12 = LagOp({1,-1},'Lags',[0,12]) %% Create second differencing polynomial D2 = D1*D1 %% Simulate data rng('default') Y = randn(10,1); %% Filter data through second difference polynomial Yf = filter(D2,Y); length(Yf) %% View the indeces of the second differenced series [Yf,Tidx] = filter(D2,Y); Tidx %% Filter using shorthand syntax Yf = D2(Y);