吴建 误差 大作业.doc

y=[162,175,162,156,174,157,154,177,159,171,166,162,171,183,163,152,165,175,167,170,170,167,171,164,163,170,164,162,167,166,153,173,158,174,170,167,157,178,163,163,158,154,149,178,160,164,160,171,153,178,160,155,169,165,161,166,169,172,169,161,163,171,171,163,171,165,159,161,157,161,175,151,164,180,162,153,182,158,166,178,169,161,174,155,165,167,165,165,169,165,162,151,171,169,157,173,163,161,168,152]; m=ar(y,1,ls); m m = Discrete-time AR model: A(z)y(t) = e(t) A(z) = 1 - 0.9969 z^-1 Sample time: 1 seconds Parameterization: Polynomial orders: na=1 Number of free coefficients: 1 Use polydata, getpvec, getcov for parameters and their uncertainties. Status: Estimated using AR (ls/now) on y. Fit to estimation data: -57.67% (prediction focus) FPE: 142.6, MSE: 139.8 a=aic(m) a = 4.9603 m=ar(y,2,ls); m m = Discrete-time AR model: A(z)y(t) = e(t) A(z) = 1 - 0.4527 z^-1 - 0.5449 z^-2 Sample time: 1 seconds Parameterization: Polynomial orders: na=2 Number of free coefficients: 2 Use polydata, getpvec, getcov for parameters and their uncertainties. Status: Estimated using AR (ls/now) on y. Fit to estimation data: -31.46% (prediction focus) FPE: 102.1, MSE: 97.19 a=aic(m) a = 4.6268 m=ar(y,3,ls); m m = Discrete-time AR model: A(z)y(t) = e(t) A(z) = 1 - 0.1406 z^-1 - 0.2743 z^-2 - 0.5836 z^-3 Sample time: 1 seconds Parameterization: Polynomial orders: na=3 Number of free coefficients: 3 Use polydata, getpvec, getcov for parameters and their uncertainties. Status: Estimated using AR (ls/now) on y. Fit to estimation data: -6.636% (prediction focu