MATLAB Answers

Problem with Autoregressive AR(3) Model. Take a look please

9 views (last 30 days)
Miroslav
Miroslav on 8 Jun 2014
Commented: MAT-Magic on 17 Jul 2019
I need to plot an AR(3) process, with the following constraints.
I`m typing this
z=randn(1,1020);
z(1)=0;
phi = [-0.3, 0.9, -0.15];
x(1)=0;
for t=3:1023
x(t) = phi(1)*x(t-1) + phi(2)*x(t-2) + phi(3)*(t-3)+z(t);
end
plot(x); % code
Where is my mistake? Please help

Accepted Answer

Mark Whirdy
Mark Whirdy on 8 Jun 2014
x is of size 1 so need to "declare" it first as zeros(1,1023); also it is trying to access z(1023) but z has only 1020 elements
z=randn(1,1021);
x= zeros(1,1023);
z(1)=0;
phi = [-0.3, 0.9, -0.15];
x(1)=0;
for t=3:1023
x(t) = phi(1)*x(t-1) + phi(2)*x(t-2) + phi(3)*(t-3)+z(t-2);
end
plot(x); % code
  1 Comment
MAT-Magic
MAT-Magic on 17 Jul 2019
Inside the for loop, I think the x is missing, it should be like phi(3)*x(t-3). Isn't it?

Sign in to comment.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!