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16826064arma

于 2020-11-18 发布

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下载积分: 1 下载次数: 2

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代码说明：

说明： ARMA模型拟分为（一）（二）两部分发布，第一部分主要包括ARMA模型简介，模拟ARMA数据、拟合ARMA模型,单纯的AR模型或MA模型的定阶。第二部分主要包括ARMA模型的定阶策略、模型选择、残差分析。(ARMA model fitting is divided into two parts: (1) and (2). The first part mainly includes the introduction of ARMA model, ARMA data simulation, ARMA model fitting, AR model or MA model order.The second part mainly includes the fixed-order strategy, model selection and residual analysis of ARMA model.)

文件列表：

16826064arma\arma\456.fig, 7630 , 2009-08-08
16826064arma\arma\ARMA1.m, 170 , 2009-08-08
16826064arma\arma\ARMA2.m, 179 , 2009-08-18
16826064arma\arma\armax.m, 2970 , 2009-08-08
16826064arma\arma\output.fig, 8070 , 2009-08-08
16826064arma\arma, 0 , 2020-11-17
16826064arma, 0 , 2020-11-17

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