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Diffstat (limited to '2048/CH6/EX6.8/ma_larger.sce')
-rwxr-xr-x | 2048/CH6/EX6.8/ma_larger.sce | 10 |
1 files changed, 10 insertions, 0 deletions
diff --git a/2048/CH6/EX6.8/ma_larger.sce b/2048/CH6/EX6.8/ma_larger.sce new file mode 100755 index 000000000..6a478f066 --- /dev/null +++ b/2048/CH6/EX6.8/ma_larger.sce @@ -0,0 +1,10 @@ +// Estimation with a larger order model results in large uncertainty, as discussed in Example 6.15 on page 185.
+// 6.8
+
+m = armac(1,0,[1 -0.9 0.2],1,1,1);
+xi = 0.1*rand(1,10000);
+v = arsimul(m,xi);
+M1 = armax1(0,0,2,v,zeros(1,10000))
+disp(M1)
+M2 = armax1(0,0,3,v,zeros(1,10000))
+disp(M2)
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