matlab有平稳检验的函数。函数说明如下:
dfARDTest Augmented Dickey-Fuller unit root
test for AR model with drift
dfARTest Augmented Dickey-Fuller unit root
test for zero-drift AR model
dfTSTest Augmented Dickey-Fuller unit root
test for trend-stationary AR model
ppARDTest Phillips-Perron unit root test for
AR(1) model with drift
ppARTest Run Phillips-Perron unit root test
for zero-drift AR(1) model
ppTSTest Phillips-Perron unit root test for
trend-stationary AR(1) model
matlab平稳性检验
最新推荐文章于 2024-08-16 19:56:40 发布