tfpm_simu.m

用于模拟时变非平稳的ARMA过程

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% TFAR
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
tfpm;
for n= 5:8
   for mar= 4:-1:1
%   for mar= 1:7
      for lar= 3:-1:0
%      for lar= 1:5
	 simu_tfar(mar, lar, 2^n, 'r', 10);
      end;
   end;
end;

tfpm;
for n= 5:8
   for mar= 4:-1:1
%   for mar= 1:7
      for lar= 3:-1:0
%      for lar= 1:5
	 simu_tfar(mar, lar, 2^n, 'i', 10);
      end;
   end;
end;