Can you help me fix this?

1 次查看（过去 30 天）
dav
dav 2013-2-25
Im using the following function
function beta = arima(y, p, q, C, sigma)
if nargin < 4
C = 0;
end
if nargin < 5
sigma = 1;
end
y = y(:);
N = length(y);
e = sigma * randn(N, 1);
Y = y - e;
% By = y(1:end-1) y(1:end-2) ... y(:, end-p)
By = arrayfun(@(j) [zeros(j,1); y(1:end-j)], 1:p, 'UniformOutput' , false); By = [By{:}];
Be = arrayfun(@(j) [zeros(j,1); e(1:end-j)], 1:q, 'UniformOutput' , false); Be = [Be{:}];
if C == 0
cvec = [];
else
cvec = ones(N,1);
end
X = [cvec By Be];
x1 = X(any(X,2),:);
beta = lsqnonneg (x1, Y);
end
*In the following code*
a0 = 0.05; a1 = 0.1; b1 = 0.85;
epsi=zeros(3000,1);
simsig=zeros(3000,1);
for i = 1:3000
if (i==1)
simsig(i) = a0 ;
s=(simsig(i))^0.5;
epsi(i) = normrnd(0,1) * s;
else
simsig(i) = a0+ a1*(epsi(i-1))^2+ b1*simsig(i-1);
s=(simsig(i))^0.5;
epsi(i) = normrnd(0,1) * s;
end
end
yt1=epsi.^2;
beta = arima(yt1, 1, 1, 1, 1);
I expect to get
Constant estimate close to 0.05
ar parameter estimate close to 0.95
and ma parameter estimate close to 0.85
However, I am not getting the results .. Can someone fix this please?
  5 个评论
显示 3更早的评论
dav
dav 2013-2-27
what tags should I put when I need help with just matlab coding then?
Thanks

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Jan
Jan 2013-2-27
Of course we cannot fix your function, because we do not know, what you are wanting to calculate. All we have is the code, which might contain a bug anywhere, and the the expected result. But this is not enough information to locate a bug.
Perhaps this simplified questions reveals the core of the problem of your question:
I have two values a=9 and b=10. I add them: |c = a + b| and get 19. But I want to get 20. Please fix the code.
There is an infinite number of possible modifications and based on the given information, it is not possible to decide for a specific one. Ok?

类别

在 Help Center 和 File Exchange 中查找有关 Linear Algebra 的更多信息

标签

尚未输入任何标签。

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by