摘要
结合深证成指数据着重讨论了Matlab在非参数自回归模型中的应用,通过滞后阶的确定和局部线性估计等两个主程序较完整地展现了Matlab语言编程的简洁性和优越性.
In this paper, the application of Matlab in nonparametric autoregression model is discussed emphatically when the model is combined with Compositional Index of Shenzhen Stock Market. The simplicity and superiority of Matlab programming lan- guage are showed completely by the determination of lag order and local linear estimation programs.
出处
《宁夏师范学院学报》
2010年第6期48-50,共3页
Journal of Ningxia Normal University
基金
天水师范学院中青年教师科研资助项目(TSA0930)
