请问直接使用matlab里面的工具箱工具建立AR，ARMA模型行不？
谢谢 原帖由 jzc1983 于 2007-4-7 10:01 发表谢谢
请搜索版面，学会提问前先动手 AR Computes AR-models of signals using various approaches.
Model = AR(Y,N)orTH = AR(Y,N,Approach)or TH = AR(Y,N,Approach,Win)
Model: returned as an IDPOLY model with the estimated parameters of the
AR-model, see HELP IDPOLY.
Y: The time series to be modelled, an IDDATA object. (See HELP IDDATA)
N: The order of the AR-model
Approach: The method used, one of the following ones:
'fb' : The forward-backward approach (default)
'ls' : The Least Squares method
'yw' : The Yule-Walker method
'burg': Burg's method
'gl' : A geometric lattice method
For the two latter ones, reflection coefficients and loss functions
are returned in REFL by = AR(y,n,approach)
If any of these arguments end with a zero (like 'burg0'), the
computation of the covariance is suppressed.
Win : Windows employed, one of the following ones:
'now' : No windowing (default, except when approach='yw')
'prw' : Prewindowing
'pow' : Postwindowing
'ppw' : pre- and post-windowing
The Property/Value pairs 'MaxSize'/maxsize and 'Ts'/Ts can be added to
set the MaxSize property (see also IDPROPS ALG) and to override the sampling
interval of the data: Example: Model = AR(Y,N,Approach,'MaxSize',500).
See also IVAR and for the multi-output case ARX and N4SID.
Overloaded methods
help xregcovariance/ar.m
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