c题 养老金制度的改革 第一问的程序.docVIP

2011数学建模竞赛c题程序 x=[566 632 745 755 769 789 985 1110 1313 1428 1782 1920 2150 2292 2601 3149 4338 5145 5809 6241 6854 7656 8772 10007 11374 12567 14332 16614 19228 22844 26404 29688 32074 ]; y=diff(x); plot(y) a=lpc(y,3) a = 1.0000 -1.2337 0.2302 0.1088 estx=filter([0-a(2:end)],1,y); e=y-estx; subplot(122); plot(lags,acs) 2011数学建模竞赛c题 数据初步处理：对一般的时间序列而言为得到较为平稳的序列都会对原来的序列进行取对和差分处理并对新的数列进行白噪声检验 cdata=[566,632,745,755,769,789,985,1110,1313,1428,1782,1920,2150,2292,2601,3149,4338,5145,5809,6241,6854,7656,8772,10007,11374,12567,14332,16614,19228,22844,26404,29688,32074]; x=log(cdata); plot(x) x1=diff(x); subplot(221) plot(x) subplot(222) plot(x1) a=ar(x2,2) Discrete-time IDPOLY model: A(q)y(t) = e(t) A(q) = 1 - 0.2034 q^-1 - 0.02065 q^-2 y2(1)=-0.0159; y2(2)=0.0383; for i=3:32 y2(i)=0.2034*y2(i-1)+0.02065*y2(i-2); end plot(x2(1:32)) hold on plot(y2) 真实值与可能值比较 、 程序如下 程序如下x=[566,632,745,755,769,789,985,1110,1313,1428,1782,1920,2150,2292,2601,3149,4338,5145,5809,6241,6854,7656,8772,10007,11374,12567,14332,16614,19228,22844,26404,29688,32074]; y=log(x); x1=diff(y); a = 1.0000 -0.9260 0.0344 0.0157 estx=filter([0-a(2:end)],1,x1); e=x1-estx; [acs,lags]=xcorr(e,coeff); figure plot(x1,-*) hold on plot(estx,-r*)