matlab平稳性检验代码
时间: 2023-08-23 12:07:25 浏览: 237
根据引用\[1\]和引用\[2\]的内容,可以使用MATLAB中的adftest函数进行平稳性检验。adftest函数的简单调用形式是h = adftest(y),其中y是要进行检验的时间序列。函数的输出结果h为0表示序列不平稳,h为1表示序列平稳。
如果需要使用多个参数进行调用,可以使用\[h,pValue,stat,cValue\] = adftest(y,'alpha',0.05)的形式。其中pValue是p值,用于判断序列是否平稳。如果pValue小于设定的显著性水平(通常为0.05),则可以拒绝原假设,认为序列平稳。
以下是一个MATLAB平稳性检验代码的示例:
```matlab
% 假设数据存储在变量data中
\[h,pValue,stat,cValue\] = adftest(data);
if h == 1
disp('序列平稳');
else
disp('序列不平稳');
end
```
请注意,这只是一个简单的示例代码,具体的实现可能需要根据你的数据和需求进行适当的调整。
#### 引用[.reference_title]
- *1* *2* *3* [Matlab实现ADF检验,adftest函数使用详细说明(看完就会用)](https://blog.csdn.net/qq_62888264/article/details/129403702)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v91^insert_down28v1,239^v3^insert_chatgpt"}} ] [.reference_item]
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