使用python实现画AR模型时序图
发布时间:2020-12-17 17:46:27 所属栏目:Python 来源:网络整理
导读:背景: 用python画AR模型的时序图。 结果: 代码: import numpy as npimport matplotlib.pyplot as plt"""AR(1)的时序图:x[t]=a*x[t-1]+e"""num = 2000e = np.random.rand(num)x = np.empty(num)"""平稳AR(1)"""a = -0.5x[0] = 2for i in range(1,num): x[
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() 以上这篇使用python实现画AR模型时序图就是小编分享给大家的全部内容了,希望能给大家一个参考,也希望大家多多支持我们。 (编辑:李大同) 【声明】本站内容均来自网络,其相关言论仅代表作者个人观点,不代表本站立场。若无意侵犯到您的权利,请及时与联系站长删除相关内容! |