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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|.