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使用python实现画AR模型时序图

作者：潜水的飞鱼baby　　发布时间：2021-07-03 01:11:08　

标签：python,AR模型,时序图

背景：

用python画AR模型的时序图。

结果：

使用python实现画AR模型时序图

代码：


import numpy as np
import matplotlib.pyplot as plt
"""
AR(1)的时序图：x[t]=a*x[t-1]+e
"""
num = 2000
e = np.random.rand(num)
x = np.empty(num)

"""
平稳AR(1)
"""
a = -0.5
x[0] = 2
for i in range(1,num):
x[i] = a*x[i-1]+e[i]
plt.subplot(321,title = "AR({0}):x[t]={1}*x[t-1]+e".format(1,a))
plt.plot(x,"or")

"""
非平稳AR(1)
"""
a = -1.01
x[0] = 2
for i in range(1,num):
x[i] = a*x[i-1]+e[i]
plt.subplot(322,title = "AR({0}):x[t]={1}*x[t-1]+e".format(1,a))
plt.plot(x,".b")

"""
平稳AR(2)
"""
a = -0.2
b = 0.7
x[0] = 2
for i in range(2,num):
x[i] = a*x[i-1]+b*x[i-2]+e[i]
plt.subplot(323,title = "AR({0}):x[t]={1}*x[t-1]+{2}*x[t-2]+e".format(2,a,b))
plt.plot(x,"og")

"""
非平稳AR(2)
"""
a = -0.3
b = 0.8
x[0] = 2
for i in range(2,num):
x[i] = a*x[i-1]+b*x[i-2]+e[i]
plt.subplot(324,title = "AR({0}):x[t]={1}*x[t-1]+{2}*x[t-2]+e".format(2,a,b))
plt.plot(x,".y")

"""
非平稳AR(2)
"""
a = -0.2
b = 0.8
x[0] = 2
for i in range(2,num):
x[i] = a*x[i-1]+b*x[i-2]+e[i]
plt.subplot(313,title = "AR({0}):x[t]={1}*x[t-1]+{2}*x[t-2]+e".format(2,a,b))
plt.plot(x,"+",color="purple")

plt.show()

来源：https://blog.csdn.net/u011702002/article/details/78137497

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