请高手帮忙解释下下面程序的作用(关于ARMA)
function c=mainfcoeff(ar,ma,n);%MAINFCOEFF 求与ARMA(p,q)相对应的MA的N个系数.
% C=MAINFCOEFF(AR,MA,N) returns N coefficients of a MA(inf) process
% corresponding to an ARMA(p,q) process with autoregressive and
% moving average coefficients given by vectors AR= and
% MA=, respectively.
% 分别确定AR、MA的阶
p = length(ar);
q = length(ma);
% 计算系数
c = ;
if p>1
ar = ar(2:p);
d = ar;
for i = 1:n
c(i+1:i+q) = c(i+1:i+q)-d(1)*ma;
d = -d(1)*ar;
end;
end;
c = c(1:n+1);
主要是棕色部分的作用,对应的公式是什么?麻烦各位了
[ 本帖最后由 zhangnan3509 于 2010-6-2 16:26 编辑 ]
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