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| author | priyanka | 2015-06-24 15:03:17 +0530 |
|---|---|---|
| committer | priyanka | 2015-06-24 15:03:17 +0530 |
| commit | b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b (patch) | |
| tree | ab291cffc65280e58ac82470ba63fbcca7805165 /2048/CH6/EX6.9 | |
| download | Scilab-TBC-Uploads-b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b.tar.gz Scilab-TBC-Uploads-b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b.tar.bz2 Scilab-TBC-Uploads-b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b.zip | |
initial commit / add all books
Diffstat (limited to '2048/CH6/EX6.9')
| -rwxr-xr-x | 2048/CH6/EX6.9/pacf_ex.sce | 20 |
1 files changed, 20 insertions, 0 deletions
diff --git a/2048/CH6/EX6.9/pacf_ex.sce b/2048/CH6/EX6.9/pacf_ex.sce new file mode 100755 index 000000000..6234614c2 --- /dev/null +++ b/2048/CH6/EX6.9/pacf_ex.sce @@ -0,0 +1,20 @@ +// Determination of order of AR(p) process, as discussed in Example 6.18 on page 189.
+// 6.9
+
+exec('pacf.sci',-1);
+exec('label.sci',-1);
+
+// Define model and generate data
+m = armac([1,-1,0.5],0,1,1,1,1);
+xi = 0.1*rand(1,10000,'normal');
+v = arsimul(m,xi);
+
+// Plot noise, plant output and PACF
+subplot(2,1,1), plot(v(1:500));
+label('',6,'','v',6);
+subplot(2,1,2), plot(xi(1:500));
+label('',6,'n','xi',6);
+xset('window',1)
+pacf(v,10);
+
+
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