%288行需要修改

P?=?[9.885221744	10.20403649	10.81126212	11.32143803	11.78456961	12.36376419	12.87447109	12.93952409	13.23393159	13.67602663	13.96096496	14.35589401	14.67697756	14.97024921	15.32655143	15.66344728	15.94669421	16.165401	16.37847394	16.5464483	16.70811183	16.90083282	17.02735669	17.20649544	17.39505592	17.57254919	17.7176666	17.87828918	18.03524921	18.17052462	18.22239048	18.37793086];
F?=?[9.885221744	10.20403649	10.81126212	11.32143803	11.78456961	12.36376419	12.87447109	12.93952409	13.23393159	13.67602663	13.96096496	14.35589401	14.67697756	14.97024921	15.32655143	15.66344728	15.94669421	16.165401	16.37847394	16.5464483	16.70811183	16.90083282	17.02735669	17.20649544	17.39505592	17.57254919	17.7176666	17.87828918	18.03524921	18.17052462	18.22239048	18.37793086];?
%----------------------由于時(shí)間序列有不平穩(wěn)趨勢(shì)，進(jìn)行兩次差分運(yùn)算，消除趨勢(shì)性----------------------%?
for?i=2:32?
????Yt（i）=P（i）-P（i-1）;?
end?
for?i=3:32?
????L（i）=Yt（i）-Yt（i-1）;?
end?
L=L（3:32）;?
Y=L（1:29）;?

%畫(huà)圖
figure;?
plot（P）;?
title（‘原數(shù)據(jù)序列圖‘）;?
hold?on;?
pause??
plot（Y‘r‘）;?
title（‘兩次差分后的序列圖和原數(shù)對(duì)比圖‘）;?
pause???

%--------------------------------------對(duì)數(shù)據(jù)標(biāo)準(zhǔn)化處理----------------------------------------------%?
%處理的算法?:?（data?-?期望）/方差
Ux=sum（Y）/29??????????????????????????%?求序列均值?
yt=Y-Ux;?
b=0;?
for?i=1:29
???b=yt（i）^2/29+b;?
end?
v=sqrt（b）??????????????????????????????%?求序列方差?
Y=yt/v;????????????????????????????%?標(biāo)準(zhǔn)化處理公式?
f=F（1:29）;?
t=1:32;?

%畫(huà)圖
figure;
plot（fY‘r‘）?
title（‘原始數(shù)據(jù)和標(biāo)準(zhǔn)化處理后對(duì)比圖‘）;?
xlabel（‘年份t‘）ylabel（‘GDP值的自然對(duì)數(shù)經(jīng)過(guò)2次差分后的值‘）;?
legend（‘原始數(shù)據(jù)?F?‘‘標(biāo)準(zhǔn)化后數(shù)據(jù)Y?‘）;?
pause???
%--------------------------------------對(duì)數(shù)據(jù)標(biāo)準(zhǔn)化處理----------------------------------------------%?
?
?
%------------------------檢驗(yàn)預(yù)處理后的數(shù)據(jù)是否符合AR建模要求，計(jì)算自相關(guān)和偏相關(guān)系數(shù)---------------%?

%---------------------------------------計(jì)算自相關(guān)系數(shù)-----------------------------------%?
R0=0;
for?i=1:29?
?????R0=Y（i）^2/29+R0;???%標(biāo)準(zhǔn)化處理后的數(shù)據(jù)的方差
end?

for?k=1:20?
????
????%R??協(xié)方差???
????R（k）=0;?
????for?i=k+1:29
????????R（k）=Y（i）*Y（i-k）/29+R（k）;???
????end?
end?
x=R/R0??????????????????????%自相關(guān)系數(shù)x?=?協(xié)方差/方差

%畫(huà)圖
figure;?
plot（x）?
title（‘自相關(guān)系數(shù)分析圖‘）;?
pause???
%-----------------------------------計(jì)算自相關(guān)系數(shù)-------------------------------------%?
?
%-----------------------解Y-W方程，其系數(shù)矩陣是Toeplitz矩陣（多普里茲矩陣）。求得偏相關(guān)函數(shù)X-------------------

X1=x（1）;?
X11=x（1）;?
B=[x（1）?x（2）]‘;?
x2=[1?x（1）];?
A=toeplitz（x2）;???????????????????????
X2=A\B??????????????????????????%x=a\b是方程a*x?=b的解
X22=X2（2）?
?
B=[x（1）?x（2）?x（3）]‘;?
x3=[1?x（1）?x（2）];?
A=toeplitz（x3）;???????????????????????
X3=A\B?
X33=X3（3）?
?
B=[x（1）?x（2）?x（3）?x（4）]‘;?
x4=[1?x（1）?x（2）?x（3）];?
A=toeplitz（x4）;???????????????????????
X4=A\B?
X44=X4（4）?
?
B=[x（1）?x（2）?x（3）?x（4）?x（5）]‘;?
x5=[1?x（1）?x（2）?x（3）?x（4）];?
A=toeplitz（x5）;???????????????????????
X5=A\B?
X55=X5（5）?
?
B=[x（1）?x（2）?x（3）?x（4）?x（5）?x（6）]‘;?
x6=[1?x（1）?x（2）?x（3）?x（4）?x（5）];?
A=toeplitz（x6）;???????????????????????
X6=A\B?
X66=X6（6）?
?
B=[x（1）?x（2）?x（3）?x（4）