Приложение б. Код программы на языке Scilab.

Для решения систем нелинейных уравнений был использован математический пакет Scilab.

function [y] = ARMA10(b)

y(1)=b(1)*(247.4872)+b(2)*(b(2))+(-420.8077)

y(2)=b(1)*(420.8077)+(-247.4872)

endfunction;

[ar10otv,ar10accuracy,ar10flag]=fsolve([0,0],ARMA10);

function [y] = ARMA20(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(b(3))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+(67.1189)

endfunction;

[ar20otv,ar20accuracy,ar20flag]=fsolve([0,0,0],ARMA20);

function [y] = ARMA30(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(-268.3927)+b(4)*(b(4))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(3)*(-67.1189)+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+b(3)*(247.4872)+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+b(3)*(420.8077)+(268.3927)

endfunction;

[ar30otv,ar30accuracy,ar30flag]=fsolve([0,0,0,0],ARMA30);

function [y] = ARMA01(b)

y(1)=b(1)*(b(1))+b(2)*(b(2))+(-420.8077)

y(2)=b(2)*(b(1))+(-247.4872)

endfunction;

[ar01otv,ar01accuracy,ar01flag]=fsolve([0,0],ARMA01);

function [y] = ARMA02(b)

y(1)=b(1)*(b(1))+b(2)*(b(2))+b(3)*(b(3))+(-420.8077)

y(2)=b(2)*(b(1))+b(3)*(b(2))+(-247.4872)

y(3)=b(3)*(b(1))+(67.1189)

endfunction;

[ar02otv,ar02accuracy,ar02flag]=fsolve([0,0,0],ARMA02);

function [y] = ARMA03(b)

y(1)=b(1)*(b(1))+b(2)*(b(2))+b(3)*(b(3))+b(4)*(b(4))+(-420.8077)

y(2)=b(2)*(b(1))+b(3)*(b(2))+b(4)*(b(3))+(-247.4872)

y(3)=b(3)*(b(1))+b(4)*(b(2))+(67.1189)

y(4)=b(4)*(b(1))+(268.3927)

endfunction;

[ar03otv,ar03accuracy,ar03flag]=fsolve([0,0,0,0],ARMA03);

function [y] = ARMA11(b)

y(1)=b(1)*(247.4872)+b(2)*(b(2))+b(3)*(b(1)*(b(2))+b(3))+(-420.8077)

y(2)=b(1)*(420.8077)+b(3)*(b(2))+(-247.4872)

y(3)=b(1)*(247.4872)+(67.1189)

endfunction;

[ar11otv,ar11accuracy,ar11flag]=fsolve([0,0,0],ARMA11);

function [y] = ARMA12(b)

y(1)=b(1)*(247.4872)+b(2)*(b(2))+b(3)*(b(1)*(b(2))+b(3))+b(4)*(b(1)*(b(1)*(b(2))+b(3))+b(4))+(-420.8077)

y(2)=b(1)*(420.8077)+b(3)*(b(2))+b(4)*(b(1)*(b(2))+b(3))+(-247.4872)

y(3)=b(1)*(247.4872)+b(4)*(b(2))+(67.1189)

y(4)=b(1)*(-67.1189)+(268.3927)

endfunction;

[ar12otv,ar12accuracy,ar12flag]=fsolve([0,0,0,0],ARMA12);

function [y] = ARMA13(b)

y(1)=b(1)*(247.4872)+b(2)*(b(2))+b(3)*(b(1)*(b(2))+b(3))+b(4)*(b(1)*(b(1)*(b(2))+b(3))+b(4))+b(5)*(b(1)*(b(1)*(b(1)*(b(2))+b(3))+b(4))+b(5))+(-420.8077)

y(2)=b(1)*(420.8077)+b(3)*(b(2))+b(4)*(b(1)*(b(2))+b(3))+b(5)*(b(1)*(b(1)*(b(2))+b(3))+b(4))+(-247.4872)

y(3)=b(1)*(247.4872)+b(4)*(b(2))+b(5)*(b(1)*(b(2))+b(3))+(67.1189)

y(4)=b(1)*(-67.1189)+b(5)*(b(2))+(268.3927)

y(5)=b(1)*(-268.3927)+(194.2138)

endfunction;

[ar13otv,ar13accuracy,ar13flag]=fsolve([0,0,0,0,0],ARMA13);

function [y] = ARMA21(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(b(3))+b(4)*(b(1)*(b(3))+b(4))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(4)*(b(3))+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+(268.3927)

endfunction;

[ar21otv,ar21accuracy,ar21flag]=fsolve([0,0,0,0],ARMA21);

function [y] = ARMA22(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(b(3))+b(4)*(b(1)*(b(3))+b(4))+b(5)*(b(1)*(b(1)*(b(3))+b(4))+b(2)*(b(3))+b(5))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(4)*(b(3))+b(5)*(b(1)*(b(3))+b(4))+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+b(5)*(b(3))+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+(268.3927)

y(5)=b(1)*(-268.3927)+b(2)*(-67.1189)+(194.2138)

endfunction;

[ar22otv,ar22accuracy,ar22flag]=fsolve([0,0,0,0,0],ARMA22);

function [y] = ARMA23(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(b(3))+b(4)*(b(1)*(b(3))+b(4))+b(5)*(b(1)*(b(1)*(b(3))+b(4))+b(2)*(b(3))+b(5))+b(6)*(b(1)*(b(1)*(b(1)*(b(3))+b(4))+b(2)*(b(3))+b(5))+b(2)*(b(1)*(b(3))+b(4))+b(6))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(4)*(b(3))+b(5)*(b(1)*(b(3))+b(4))+b(6)*(b(1)*(b(1)*(b(3))+b(4))+b(2)*(b(3))+b(5))+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+b(5)*(b(3))+b(6)*(b(1)*(b(3))+b(4))+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+b(6)*(b(3))+(268.3927)

y(5)=b(1)*(-268.3927)+b(2)*(-67.1189)+(194.2138)

y(6)=b(1)*(-194.2138)+b(2)*(-268.3927)+(-53.5785)

endfunction;

[ar23otv,ar23accuracy,ar23flag]=fsolve([0,0,0,0,0,0],ARMA23);

function [y] = ARMA31(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(-268.3927)+b(4)*(b(4))+b(5)*(b(1)*(b(4))+b(5))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(3)*(-67.1189)+b(5)*(b(4))+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+b(3)*(247.4872)+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+b(3)*(420.8077)+(268.3927)

y(5)=b(1)*(-268.3927)+b(2)*(-67.1189)+b(3)*(247.4872)+(194.2138)

endfunction;

[ar31otv,ar31accuracy,ar31flag]=fsolve([0,0,0,0,0],ARMA31);

function [y] = ARMA32(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(-268.3927)+b(4)*(b(4))+b(5)*(b(1)*(b(4))+b(5))+b(6)*(b(1)*(b(1)*(b(4))+b(5))+b(2)*(b(4))+b(6))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(3)*(-67.1189)+b(5)*(b(4))+b(6)*(b(1)*(b(4))+b(5))+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+b(3)*(247.4872)+b(6)*(b(4))+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+b(3)*(420.8077)+(268.3927)

y(5)=b(1)*(-268.3927)+b(2)*(-67.1189)+b(3)*(247.4872)+(194.2138)

y(6)=b(1)*(-194.2138)+b(2)*(-268.3927)+b(3)*(-67.1189)+(-53.5785)

endfunction;

[ar32otv,ar32accuracy,ar32flag]=fsolve([0,0,0,0,0,0],ARMA32);

function [y] = ARMA33(b)

y(1)=b(1)*(247.4872)+b(2)*(-67.1189)+b(3)*(-268.3927)+b(4)*(b(4))+b(5)*(b(1)*(b(4))+b(5))+b(6)*(b(1)*(b(1)*(b(4))+b(5))+b(2)*(b(4))+b(6))+b(7)*(b(1)*(b(1)*(b(1)*(b(4))+b(5))+b(2)*(b(4))+b(6))+b(2)*(b(1)*(b(4))+b(5))+b(3)*(b(4))+b(7))+(-420.8077)

y(2)=b(1)*(420.8077)+b(2)*(247.4872)+b(3)*(-67.1189)+b(5)*(b(4))+b(6)*(b(1)*(b(4))+b(5))+b(7)*(b(1)*(b(1)*(b(4))+b(5))+b(2)*(b(4))+b(6))+(-247.4872)

y(3)=b(1)*(247.4872)+b(2)*(420.8077)+b(3)*(247.4872)+b(6)*(b(4))+b(7)*(b(1)*(b(4))+b(5))+(67.1189)

y(4)=b(1)*(-67.1189)+b(2)*(247.4872)+b(3)*(420.8077)+b(7)*(b(4))+(268.3927)

y(5)=b(1)*(-268.3927)+b(2)*(-67.1189)+b(3)*(247.4872)+(194.2138)

y(6)=b(1)*(-194.2138)+b(2)*(-268.3927)+b(3)*(-67.1189)+(-53.5785)

y(7)=b(1)*(53.5785)+b(2)*(-194.2138)+b(3)*(-268.3927)+(-211.7552)

endfunction;

[ar33otv,ar33accuracy,ar33flag]=fsolve([0,0,0,0,0,0,0],ARMA33);