Problem with Autoregressive AR(3) Model. Take a look please

Question

Miroslav 2014-6-8

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/133208-problem-with-autoregressive-ar-3-model-take-a-look-please

评论： MAT-Magic 2019-7-17

采纳的回答： Mark Whirdy

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I need to plot an AR(3) process, with the following constraints.

I`m typing this

z=randn(1,1020);
z(1)=0;
phi = [-0.3, 0.9, -0.15];
x(1)=0;
for t=3:1023
 x(t) = phi(1)*x(t-1) + phi(2)*x(t-2) + phi(3)*(t-3)+z(t); 
end
plot(x);  % code

Where is my mistake? Please help

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Answer 1

Mark Whirdy 2014-6-8

0
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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/133208-problem-with-autoregressive-ar-3-model-take-a-look-please#answer_139942

在 MATLAB Online 中打开

x is of size 1 so need to "declare" it first as zeros(1,1023); also it is trying to access z(1023) but z has only 1020 elements

z=randn(1,1021);
x= zeros(1,1023);
z(1)=0;
phi = [-0.3, 0.9, -0.15];
x(1)=0;
for t=3:1023
 x(t) = phi(1)*x(t-1) + phi(2)*x(t-2) + phi(3)*(t-3)+z(t-2); 
end
plot(x);  % code