www.gusucode.com > econ 案例源码程序 matlab代码 > econ/ModifyTheInnovationDistributionExample.m
%% Modify the Innovation Distribution % After a model exists in the Workspace, you can modify its |Distribution| % property using dot notation. You cannot modify the fields of the % |Distribution| data structure directly. For example, % |Mdl.Distribution.DoF = 8| is not a valid assignment. However, you can % get the individual fields. %% % Start with an MA(2) model: % Copyright 2015 The MathWorks, Inc. Mdl = arima(0,0,2); %% % To change the distribution of the innovation process in an existing model % to a Student's _t_ distribution with unknown degrees of freedom, type: Mdl.Distribution = 't' %% % To change the distribution to a _t_ distribution with known degrees of % freedom, use a data structure: Mdl.Distribution = struct('Name','t','DoF',8) %% % You can get the individual |Distribution| fields: DistributionDoF = Mdl.Distribution.DoF %% % To change the innovation distribution from a Student's % _t_ back to a Gaussian distribution, type: Mdl.Distribution = 'Gaussian' %% % The |Name| field is updated to |'Gaussian'|, and there is no longer a % |DoF| field.