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TVP_FAVAR

于 2021-04-27 发布 文件大小:439KB
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下载积分: 1 下载次数: 86

代码说明:

  基于时变的因子向量自回归模型的matlab程序(Based on time-varying factor vector autoregression model matlab program)

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    num=[2 1.4 -0.9 -0.158 0.4104 0.0294 -0.0668] den=[1] figure(1) zplane(num,den) num1=[1 2.7 -12.61 -24.757 66.301 62.072 -126.786] den1=[1] figure(2) zplane(num1,den1) num2=[0.2 -0.26 1.934 10.413 1.934 -0.26 0.2] den2=[1] figure(3) zplane(num2,den2) num3=[1.25 0.5 -2.1 -2.1 0.5 1.25] den3=[1] figure(4) zplane(num3,den3) num4=[1.1 3.12 -2.5 0.6 0.5 0.006 1] den4=[1] figure(5) zplane(num4,den4) (good)
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