clc;clear;
series=[10.93?9.34?11.00?10.98?11.29?11.84...
????10.62?10.90?12.77?12.15?12.24?12.30...
????9.91?10.24?10.41?10.47?11.51?12.45...
????11.32?11.73?12.61?13.04?13.14?14.15...
????10.85?10.30?12.74?12.73?13.08?14.27...
????13.18?13.75?14.42?13.95?14.53?14.91...
????12.94?11.43?14.36?14.57?14.25?15.86...
????15.18?15.94?16.54?16.90?16.88?18.10...
????13.70?10.88?15.79?16.36?17.22?17.75...
????16.62?16.96?17.69?16.40?17.51?19.73...
????13.73?12.85?15.68?16.79?17.59?18.51...
????16.80?17.27?20.83?19.18?21.40?23.76...
????15.73?13.14?17.24?17.93?18.82?19.12...
????17.70?19.87?21.17?21.44?22.14?22.45...
????17.88?16.00?20.29?21.03?21.78?22.51...
????21.55?22.01?22.68?23.02?24.55?24.67...
????19.61?17.15?22.46?23.19?23.40?26.26...
????22.91?24.03?23.94?24.12?25.87?28.25];?
t=1:numel（series）-12;
%plot（tseries）;%可見數據有明顯的周期性，做一次差分Y（t）=Z（t）-Z（t-12）及均值化
series1=series（13:numel（series））;
series1=series1-series（1:numel（series）-12）;
ma=mean（series1）;
series1=series1-ma;
Series=iddata（series1‘）;%轉換為matlab數據類型iddata

%%%%%%%%%%%%%%%%Box-Jenkins方法建模過程%%%%%%%%%%%%%%%%%%%%%%%
%subplot（221）;
%plot（tseries1）;%從圖中可以看出周期性明顯被消除掉且均值為0

%%%%%%%%%%%%%%%%Box-Jenkins方法建模過程%%%%%%%%%%%%%%%%%%%%%%%

%%%%%%%%%%%%%%%%Pandit-Wu方法建模過程%%%%%%%%%%%%%%%%%%%%%%%

%%%%一、模型定階（殘差圖定階法）
for?n=1:6
????m=armax（Series[2*n2*n-1]）;?
????e=resid（mSeries）;
????residual（n）=sum（（e.outputdata）.^2）;%模型殘差
????estx（n）=sum（（e.outputdata）.^2）/（（96-2*n）-（2*n+2*n-1））;sum（（e.outputdata）.^2）;%每種AR（k）模型殘差方差
end;residual（1:2）
%subplot（222）;
%plot（estx）;%殘差方差圖
%xlabel（‘n‘）;ylabel（‘殘差方差‘）;
%%%%很明顯可以看出ARMA（43）及ARMA（21）殘差方差差別很小
%%%%模型定階F檢驗法
F=（（residual（1）-residual（2））/4）/（residual（2）/（96-2*2-2*2+1））;
if?F????%disp（‘ARMA（21）與ARMA（43）無顯著差異!‘）;?
else?%disp（‘ARMA（21）與ARMA（43）有顯著差異!‘）
end;
m1=armax（Series[2*12*1-1]）;p=predict（m1Series1）;p.outputdata


m2=armax（Series[2*22*2-1]）;?
%%%%輸出適合的AR（2）模型
m=ar（Series2‘ls‘）;
e=resid（mSeries）;
estx=sum（（e.outputdata）.^2）/（96-2*2）;

%%%%%%%%%%%%%%%%Pandit-Wu方法建模過程%%%%%%%%%%%%%%%%%%%%%%%

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件????????2253??2011-05-17?22:49??EX4_2.m
?????文件????????2051??2011-05-17?22:25??EX4_2c.m