用python画时序图源代码_使用python实现画AR模型时序图

背景：

用python画AR模型的时序图。

结果：

代码：

import numpy as np

import matplotlib.pyplot as plt

"""

AR(1)的时序图：x[t]=a*x[t-1]+e

"""

num = 2000

e = np.random.rand(num)

x = np.empty(num)

"""

平稳AR(1)

"""

a = -0.5

x[0] = 2

for i in range(1,num):

x[i] = a*x[i-1]+e[i]

plt.subplot(321,title = "AR({0}):x[t]={1}*x[t-1]+e".format(1,a))

plt.plot(x,"or")

"""

非平稳AR(1)

"""

a = -1.01

x[0] = 2

for i in range(1,num):

x[i] = a*x[i-1]+e[i]

plt.subplot(322,".b")

"""

平稳AR(2)

"""

a = -0.2

b = 0.7

x[0] = 2

for i in range(2,num):

x[i] = a*x[i-1]+b*x[i-2]+e[i]

plt.subplot(323,title = "AR({0}):x[t]={1}*x[t-1]+{2}*x[t-2]+e".format(2,a,b))

plt.plot(x,"og")

"""

非平稳AR(2)

"""

a = -0.3

b = 0.8

x[0] = 2

for i in range(2,num):

x[i] = a*x[i-1]+b*x[i-2]+e[i]

plt.subplot(324,".y")

"""

非平稳AR(2)

"""

a = -0.2

b = 0.8

x[0] = 2

for i in range(2,num):

x[i] = a*x[i-1]+b*x[i-2]+e[i]

plt.subplot(313,"+",color="purple")

plt.show()

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