tfpm_roots.m

用于模拟时变非平稳的ARMA过程

function [rm, M0, cM0prime, cprimeMprime]= tfpm_roots(cmprime)
% function [rm, M0, cM0prime, cprimeMprime]= tfpm_roots(cmprime)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the roots of the polynomial 
%
% P'(x)= sum_0^{M'} cmprime[m+1] x^m= c'_{M0} x^{M0} P(x), 
%
% P(x) monic. The result is 
%
% P'(x)= cM0     x^{M0} prod_1^M (1-x/rm[m])
%      = cMprime x^{M0} prod_1^M (x-rm[m]), 
%
% where you use either cM0 or cMprime! M= length(rm). 

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clear;tfpm;
cmprime= [1 -1/6 -1/6];
cmprime= [1 1/3 -1/4 -1/12];
cmprime= [0 0 0 0 1 2 3];
cmprime= [0 0 0 0 4 2 3 0 0 0 0];
cmprime= [0 0 0 0 0 0 0 0];
cmprime= ALTI;
cmprime= BLTI;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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M0= 0;
if(~cmprime)
   rm= [];
   cM0prime= 0;
   cprimeMprime= 0;
   return
end;

while(~cmprime(end))
   cmprime= cmprime(1:end-1);
end;

while(~cmprime(1))
   M0= M0+1;
   cmprime= cmprime(2:end);
end;

cM0prime= cmprime(1);
cprimeMprime= cmprime(end);
rm= 1./roots(cmprime);

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[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([0 0 0 0 0 0 0 0])
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([1 -1/6 -1/6])
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([0 6 -1 -1])
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([1 1/3 -1/4 -1/12])
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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