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📄 tfpm_simu_defpos_tfarma.m

📁 用于模拟时变非平稳的ARMA过程
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SPOS= [    sprintf(...'estimate= [As(:, 2:end);param_expand(Bml, N)];estistat= 0;                                                           ')    sprintf(...'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')    sprintf(...'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')    sprintf(...'[Bs, l1, ss, l2]= param_stabilize(BB(:, :, end), N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;')    sprintf(...'estimate= [As(:, 2:end); Bnm];estistat= 0;                                                                           ')    sprintf(...'estimate= [As(:, 2:end);param_expand(Bml, N)];estistat= 0;                                                           ')    sprintf(...'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')    sprintf(...'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')    sprintf(...'[Bs, l1, ss, l2]= param_stabilize(BB(:, :, end), N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;')    sprintf(...'estimate= [As(:, 2:end); Bnm];estistat= 0;                                                                           ')];

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