文件名称:RAMA
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实验正确估计出了AR参数,而且随着x序列长度的不断增长,估计的误差越来越小,但到达一定程度后,AR参数值基本保持稳定(不再变化或变化很小)。为了能够最优的估计出AR参数,同时兼顾程序的处理速度,序列长度的选择一定要适当。本程序得出的稳定结果是在序列长度为10000000时得出来的。-
Experimental correctly estimate the AR parameters, and with growing x sequence length, estimated error getting smaller and smaller, but reaches a certain level, AR parameter values remained stable (no change or little change). To be able to estimate the optimal AR parameters, while the processing speed of both programs, the sequence length must be appropriate. The results of this program stability is obtained when the sequence length 10000000 get out.
Experimental correctly estimate the AR parameters, and with growing x sequence length, estimated error getting smaller and smaller, but reaches a certain level, AR parameter values remained stable (no change or little change). To be able to estimate the optimal AR parameters, while the processing speed of both programs, the sequence length must be appropriate. The results of this program stability is obtained when the sequence length 10000000 get out.
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RAMA.doc