Problem with Autoregressive AR(3) Model. Take a look please

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Miroslav
Miroslav 2014년 6월 8일
댓글: MAT-Magic 2019년 7월 17일
I need to plot an AR(3) process, with the following constraints.
I`m typing this
z=randn(1,1020);
z(1)=0;
phi = [-0.3, 0.9, -0.15];
x(1)=0;
for t=3:1023
x(t) = phi(1)*x(t-1) + phi(2)*x(t-2) + phi(3)*(t-3)+z(t);
end
plot(x); % code
Where is my mistake? Please help

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Mark Whirdy
Mark Whirdy 2014년 6월 8일
x is of size 1 so need to "declare" it first as zeros(1,1023); also it is trying to access z(1023) but z has only 1020 elements
z=randn(1,1021);
x= zeros(1,1023);
z(1)=0;
phi = [-0.3, 0.9, -0.15];
x(1)=0;
for t=3:1023
x(t) = phi(1)*x(t-1) + phi(2)*x(t-2) + phi(3)*(t-3)+z(t-2);
end
plot(x); % code
  댓글 수: 1
MAT-Magic
MAT-Magic 2019년 7월 17일
Inside the for loop, I think the x is missing, it should be like phi(3)*x(t-3). Isn't it?

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