function?[z?warningInfo]?=?ARIMA（step?thr?x）
?clcclear
?step=10;
?thr=13;
?x=[13.0462	13.1675	12.0852	12.2757?12.9838	13.0659	12.095	12.2155?13.075	13.0592	12.1285	12.216?13.0099	13.0856	12.0967	12.2402?13.1164	13.1458	12.1204	12.2715?12.9135	13.1579	11.9901	12.3195?13.0491	13.1174	12.132	12.2866?12.9728	13.1781	12.033	12.3587?12.955	13.1267	12.0681	12.3077?12.9272	13.0996	12.0186	12.2959?12.9143	13.0309	12.0159	12.3032?12.979	13.0986	12.0494	12.3256?13.054	13.1369	12.1349	12.3698?13.1919	13.1832	12.2351	12.3992?13.1689	13.1098	12.1985	12.3432?13.1132	13.1738	12.2001	12.3857?13.0556	13.138	12.1679	12.3797?13.0038	13.2089	12.1035	12.4219?13.009	13.1989	12.1198	12.4136?12.9219	13.1948	12.0373	12.4077?12.952	13.1925	12.0594	12.399?13.0691	13.221	12.1832	12.4307?13.0837	13.2001	12.2188	12.4282?12.9957	13.1869	12.1024	12.4132?12.9479	13.1756	12.0827	12.3989?12.9798	13.1602	12.2986	12.3921?13.2626	13.1756	12.2271	12.3719?12.9891	13.1339];
r11=autocorr（x）;?%計算自相關函數
r12=parcorr（x）;?%計算偏相關函數
dx=diff（x）;?%計算1?階差分
r21=autocorr（dx）;?%計算自相關函數
r22=parcorr（dx）;?%計算偏相關函數
n=length（dx）;?%計算差分后的數據個數
if?n<20
????warningInfo=1002;
????%disp（warningInfo）;
????return;
else
k=1;
for?i=0:3
for?j=0:3
spec=?garchset（‘R‘i‘M‘j‘Display‘‘off‘）;?%指定模型的結構
[coeffXerrorsXLLFX]?=?garchfit（specdx）;?%擬合參數
num=garchcount（coeffX）;?%計算擬合參數的個數
[aicbic]=aicbic（LLFXnumn）;
ASM（k:）=[aicij];
k=k+1;%fprintf（‘R=%dM=%dAIC=%fBIC=%f\n‘ijaicbic）;
end
end
s=min（ASM（:1））;
[m1n1]=find（ASM（:1）==s）;
r=ASM（m12）;m=ASM（m13）;
spec2=?garchset（‘R‘r‘M‘m‘Display‘‘off‘）;?%指定模型的結構
[coeffXerrorsXLLFX]?=?garchfit（spec2dx）;?%擬合參數
[sigmaw]?=?garchpred（coeffXdxstep）;?%計算10?步預報值
%sigma
z=x（end）+cumsum（w）;%計算原始數據的10?步預測值
%?x2=a（end）+w
%?spec3=garchset（‘R‘r‘M‘m‘Display‘‘off‘）;
%?[coeffXerrorsXLLFX]?=?garchfit（spec3a）;
%?[sigma2w2]?=?garchpred（coeffXa10）;
%?y=sigma2+w2
warningInfo=1000;
for?i=1:step
???if?z（i）>thr?%當預測的某個值超過閾值
??????warningInfo=i;
????break
???else
???end
end
%disp（warningInfo）;
end

?屬性????????????大小?????日期????時間???名稱
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?????文件????????2160??2014-11-09?17:03??ARIMA.m