時間序列SCA程式碼

[x4y4z4 (x4y4z4)]

==ANALYSIS
TSMODEL AR2. MODEL (1-PH*B-CH*B**2) Z1=C1+NOISE. SIMULATE.
C1=1.0
PH=0.5
CH=0.8
SIMU MODEL AR2. NOISE IS N(0,1.0).NOB 100.SEED 1234.
PRINT Z1.
ACF Z1.
PACF Z1.
TSPLOT Z1.
RETURN
END


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