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专业：统计学学号：101120143姓名：胡小菲计算AR(2)模型的理论值，并作图。自协方差=1，=0.5，在Matlab中输入如下程序：r(1)=0.5;r(2)=-0.125;fort=3:30r(t)=0.75*r(t-1)-0.5*r(t-2);end>>rr=Columns1through90.5000-0.1250-0.3438-0.19530.02540.11670.0748-0.0022-0.0391Columns10through18-0.0282-0.00160.01290.01050.0014-0.0042-0.0038-0.00080.0013Columns19through270.00140.0004-0.0004-0.0005-0.00020.00010.00020.0001-0.0000Columns28through30-0.0001-0.00000.0000>>plot(r)由上图可看出AR（2）模型的协方差函数是以负指数的数独趋于零的2、计算AR(2)模型的理论值，并作图。自相关系数，，在Matlab中输入下列程序：p(1)=0.5;p(2)=-0.125;fork=3:30p(k)=0.75*p(k-1)-0.5*p(k-2);end>>pp=Columns1through90.5000-0.1250-0.3438-0.19530.02540.11670.0748-0.0022-0.0391Columns10through18-0.0282-0.00160.01290.01050.0014-0.0042-0.0038-0.00080.0013Columns19through270.00140.0004-0.0004-0.0005-0.00020.00010.00020.0001-0.0000Columns28through30-0.0001-0.00000.0000>>plot(p)3．偏相关系数=0.5，，在Matlab中输入以下程序l=10>>f(1,1)=r(1)f=0.5000>>fork=2:ls1=r(k);s2=1;forj=1:k-1s1=s1-r(k-j)*f(k-1,j);s2=s2-r(j)*f(k-1,j);endf(k,k)=s1/s2forj=1:k-1f(k,j)=f(k-1,j)-f(k,k)*f(k-1,k-j);endendf=Columns1through90.5000000000000.7500-0.500000000000.7500-0.500000000000.7500-0.500000000000.7500-0.500000000000.7500-0.500000000000.7500-0.500000000000.7500-0.500000000000.7500-0.50000000000000000000Column1000000000004.利用AR（2）模型生成80个数据，在Matlab中输入如下程序：>>randn('state',sum(clock));elps=randn(1,80);x(1)=0;x(2)=0;fort=3:80x(t)=0.75*x(t-1)-0.5*x(t-2)+elps(t);end>>xx=Columns1through900-1.0137-0.77070.4730-0.0018-0.9926-0.6087-0.4716Columns10through18-0.8563-0.20120.64812.71860.2844-1.3362-1.8219-1.65030.0501Columns19through270.3218-1.1601-2.2767-0.83811.80083.66321.1734-0.5494-1.8423Columns28through36-0.54830.2568-0.23440.81130.92320.00440.2474-2.1617-2.6567Columns37through45-0.97601.79463.3011-0.2734-0.8979-0.46420.96821.2709-0.7491Columns46through540.02981.0381-1.5432-1.06601.2068-1.1230-1.78440.34340.9819Columns55through630.8204-0.97290.03120.0083-1.3443
