文件名称:ARFIMA_SIM
- 所属分类:
- 软件工程
- 资源属性:
- [Matlab] [源码]
- 上传时间:
- 2016-05-31
- 文件大小:
- 3kb
- 下载次数:
- 0次
- 提 供 者:
- ammar_******
- 相关连接:
- 无
- 下载说明:
- 别用迅雷下载,失败请重下,重下不扣分!
介绍说明--下载内容均来自于网络,请自行研究使用
The code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models allow non-integer values of the differencing parameter and are useful in modeling time series with long memory. The model is generally represented as RFIMA(p,d,q) model where d is the differencing parameter and p and q are the order of the autoregressive and moving average parts of the model respectively. -The code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models allow non-integer values of the differencing parameter and are useful in modeling time series with long memory. The model is generally represented as RFIMA(p,d,q) model where d is the differencing parameter and p and q are the order of the autoregressive and moving average parts of the model respectively.
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下载文件列表
ARFIMA_SIM.m
license.txt