an ar 1 correlation matrix

4 views (last 30 days)
Muhammad Ali Qadar
Muhammad Ali Qadar on 23 Oct 2015
Edited: Muhammad Ali Qadar on 23 Oct 2015
Hello ,
I was trying to construct an ar 1 correlation matrix. I tried to search a lot but there is no proper way. What I did looks like this, not sure if its right
e1=zeros(8,8);
sigma=1;phi=0.22;a=5;
for t=1:8*8
e1(t)=(a+phi*e1(t)+sigma*(randn(1)));
end

Sign in to answer this question.

Answers (0)

Categories

Find more on Correlation and Convolution 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!