?? granger.m
字號:
clear;tfpm;N = 256;MAR = 3;LAR = 2;MMA = 0;LMA = LAR;re_im= 'r';mo_no= 'n';F = 2;filename= sprintf('vtfar%02d%02d%02d%04d', MAR, LAR, F, N)load(filename);%-------------alpha= 1/2;beta = 1/2;AML0= AML;B0L0= B0L;E0= randn(N, F);X= real(vtfarma_gen(E0, AML, B0L, F, alpha));%-------------x= X(:, 1);y= X(:, 2);[Aml_x, B0l_x]= tfar(x, 5, 3);[Aml_y, B0l_y]= tfar(y, 5, 3);[AML_X, B0L_X]= vtfar(X, 5, 3);[Mx, Lx]= param_dim(Aml_x)[My, Ly]= param_dim(Aml_y)[MX, LX]= param_dim(AML_X)b0x= real(param_expand(B0l_x, N)).^2;b0y= real(param_expand(B0l_y, N)).^2;bji= real(param_expand(reshape(B0L_X(2, 1, :, :), 2*LX+1, 1), N)).^2;bjj= real(param_expand(reshape(B0L_X(2, 2, :, :), 2*LX+1, 1), N)).^2;GCij= log(b0y./(bji + bjj));figure(1);clf;subplot(4, 1, 1);plot(X(:, 1))subplot(4, 1, 2);plot(X(:, 2))subplot(4, 1, 3);plot(X)subplot(4, 1, 4);plot(GCij)?? 快捷鍵說明
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