%% Plot Orthogonalized FEVD of Univariate ARMA Model
% Plot the FEVD of the univariate ARMA(2,1) model
% y_t = 0.3y_{t-1} - 0.1y_{t-2} + \varepsilon_t + 0.05\varepsilon_{t-1}.
% Create vectors for the autoregressive and moving average coefficients as you encounter them in the model, which is expressed in difference-equation notation.

AR0 = [0.3 -0.1];
MA0 = 0.05;

%
% Plot the orthogonalized FEVD of y_t.

armafevd(AR0,MA0);

% Because y_t is univariate, the FEVD is trivial.
% Copyright 2018 The MathWorks, Inc.