| Matlab在非参数自回归模型中的应用 |
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| 引用本文： | 刘薇,常振海.Matlab在非参数自回归模型中的应用[J].宁夏师范学院学报,2010,31(6):48-50. |
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| 作者姓名： | 刘薇 常振海 |
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| 作者单位： | 天水师范学院数学与统计学院,甘肃天水741001 |
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| 基金项目： | 天水师范学院中青年教师科研资助项目 |
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| 摘 要： | 结合深证成指数据着重讨论了Matlab在非参数自回归模型中的应用,通过滞后阶的确定和局部线性估计等两个主程序较完整地展现了Matlab语言编程的简洁性和优越性.
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| 关 键 词： | 非参数自回归模型 局部线性估计 Matlab |
Application of Matlab in Nonparametric Autoregression Model |
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| LIU Wei,CHANG Zhenhai.Application of Matlab in Nonparametric Autoregression Model[J].Journal of Ningxia Teachers College,2010,31(6):48-50. |
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| Authors: | LIU Wei CHANG Zhenhai |
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| Institution: | (School of Mathematics and Statistics, Tianshui Normal University, Tianshui, Gansu 741001 ) |
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| Abstract: | In this paper, the application of Matlab in nonparametric autoregression model is discussed emphatically when the model is combined with Compositional Index of Shenzhen Stock Market. The simplicity and superiority of Matlab programming lan- guage are showed completely by the determination of lag order and local linear estimation programs. |
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| Keywords: | Nonparametric autoregression model Local linear estimation Matlab |
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