// 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);