C題 養(yǎng)老金制度的改革 第一問(wèn)的程序

1、2011數(shù)學(xué)建模競(jìng)賽c題程序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:en

2、d),1,y);>> e=y-estx;>> subplot(122);>> plot(lags,acs)2011數(shù)學(xué)建模競(jìng)賽c題（1） 數(shù)據(jù)初步處理：對(duì)一般的時(shí)間序列而言為得到較為平穩(wěn)的序列都會(huì)對(duì)原來(lái)的序列進(jìn)行取對(duì)和差分處理并對(duì)新的數(shù)列進(jìn)行白噪聲檢驗(yàn)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,

3、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

4、(i)=0.2034*y2(i-1)+0.02065*y2(i-2);end>> plot(x2(1:32)>> hold on>> plot(y2)（2） 真實(shí)值與可能值比較、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>>