How do I model recurrent series,AR process

4 Ansichten (letzte 30 Tage)
Jan
Jan am 14 Dez. 2016
How do I obtain 20 members from the time series in Matlab given as follows x(0)=0 x(k+1)=alpha*x(k)+sigma*eps(k+1)
where eps is a random number from the uniform distribution U(0,1)

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