How do I model recurrent series,AR process

1 view (last 30 days)
Jan
Jan on 14 Dec 2016
How do I obtain 20 members from the time series in Matlab given as follows x(0)=0 x(k+1)=alpha*x(k)+sigma*eps(k+1)
where eps is a random number from the uniform distribution U(0,1)

Sign in to answer this question.

Answers (0)

Categories

Find more on Uniform Distribution (Continuous) in Help Center and File Exchange

Tags

Products

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!