典型时间序列模型分析

设有ARMA(2,2)模型，

X（n）+0.3X(n-1)-0.2X(n-2)=W(n)+0.5W（n-1）-0.2W(n-2)

W(n)是零均值正态白噪声，方差为4

（1）用MATLAB模型产生X（n）的500观测点的样本函数，并会出波形；

（2）用你产生的500个观测点估计X（n）的均值和方差；

（3）画出理论的功率谱

（4）估计X（n）的相关函数和功率谱

-Analysis of typical time series model with ARMA (2,2) model, X (n)+0.3 X (n-1)-0.2X (n-2) = W (n)+0.5 W (n-1)-0.2 W (n-2) W (n) is zero mean normal white noise, variance of 4 (1) generated by MATLAB model X (n) of the 500 observation points, the sample function and the waveform　(2) You generated an estimated 500 observation points X (n) the mean and variance　(3) draw the theory of power spectrum (4) of the estimated X (n) of the correlation function and power spectrum