20-2.m

高阶谱分析包

rvec=cumtrue (ma, ar, 3,nlags); 	% third-order cumulants
rvec=rvec(:,nlags+1); 			% the C(m,0) slice
c=rvec(nlags+1:2*nlags); 		% positive lags
r=rvec(nlags+1:¨C1:1); 			% negative lags
[a4, c4, p4, gf4, gb4]=trench(c,r);