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    %% MA Model with a t Innovation Distribution  
% This example shows how to specify an MA(_q_) model with a Student's _t_
% innovation distribution.   

% Copyright 2015 The MathWorks, Inc.


%% 
% Specify an MA(2) model with no constant term, 
%
% $${y_t} = {\varepsilon _t} + {\theta _1}{\varepsilon _{t - 1}} + {\theta _2}{\varepsilon _{t - 2}},$$
%
% where the innovation process follows a Student's _t_ distribution with
% eight degrees of freedom. 
tdist = struct('Name','t','DoF',8);
model = arima('Constant',0,'MALags',1:2,'Distribution',tdist) 

%%
% The value of |Distribution| is a |struct| array with field |Name| equal
% to |'t'| and field |DoF| equal to |8|. When you specify the degrees of
% freedom, they aren't estimated if you input the model to |estimate|.