?? d_order.m
字號:
%D_ORDER HOSA Demo: Linear Processes - ARMA model order determination.
echo off
% Demo of arorder, maorder
% A. Swami Jan 20, 1995
% Copyright (c) 1991-2001 by United Signals & Systems, Inc.
% $Revision: 1.6 $
% RESTRICTED RIGHTS LEGEND
% Use, duplication, or disclosure by the Government is subject to
% restrictions as set forth in subparagraph (c) (1) (ii) of the
% Rights in Technical Data and Computer Software clause of DFARS
% 252.227-7013.
% Manufacturer: United Signals & Systems, Inc., P.O. Box 2374,
% Culver City, California 90231.
%
% This material may be reproduced by or for the U.S. Government pursuant
% to the copyright license under the clause at DFARS 252.227-7013.
clear, clc,
echo on
% Model order determination
%
% HOSA offers the following routines related to order determination
%
% ARORDER - estimates AR order based on the singular values of a cumulant or
% correlation matrix.
% MAORDER - estimates the MA order based on a hypothesis testing procedure
% applied to third-order cumulants.
%
% Hit any key to continue
pause
echo off
l_order = str2mat('AR order estimation ', ...
'MA order estimation ');
c_order = str2mat('d_arord', 'd_maord');
choices('HosatOrderDemo','HOSA - ARMA order determination ', ...
l_order, c_order, 1);
echo off
return
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