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Description: 按FPE定阶的
源程序：fpe.cpp
M序列：M序列.txt
白噪声：Gauss.txt
程序中先用依模型阶次递推算法估计模型的参数，再用fpe方法判断模型的阶次。
程序运行结果如下：
n: 1
判断阶次FPE的值: 0.0096406
-0.481665 1.07868
n: 2
判断阶次FPE的值: 0.00875755
-0.446739 0.00498181 1.07791 0.0527289
n: 3
判断阶次FPE的值: 0.0087098
-0.459433 0.120972 -0.0569228 1.07814 0.0390757 0.116982
n: 4
判断阶次FPE的值: 0.000396884
-0.509677 0.4501 -0.200906 0.0656188 1.07991 -0.0156362 0.442989 0.0497236
n: 5
判断阶次FPE的值: 3.2095e-007
-1.18415 0.813123 -0.517862 0.34881 -0.116864 1.07999 -0.744141 0.474462 -0.253112 0.122771
n: 6
判断阶次FPE的值: 3.23349e-007
-1.14659 0.76933 -0.487651 0.329676 -0.10377 -0.00440907 1.07999 -0.703574 0.447253 -0.235282 0.113587 0.00479688
从以上结果可以看出，当n=5时，fpe值最小，所以这时的模型阶次和参数估计值为最优结果：
3.2095e-007
-1.18415 0.813123 -0.517862 0.34881 -0.116864 1.07999 -0.744141 0.474462 -0.253112 0.122771-err
Platform: |
Size: 217088 |
Author: 陈栋 |
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Description: 确定时间序列中的阶数的FPE或AIC准则的matlab代码。-Determine the order of time for the FPE or AIC criterion by matlab.
Platform: |
Size: 1024 |
Author: 天外天 |
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