WIND SPEED PREDICTION ARIMA Model
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if the value of
p = 1
d = 1
q =1
Now i want to create ARIMA model
MD = ARIMA('AR', { }, 'MA' { }, 'SAR', { }, 'SMA' { }, 'D' ,.., 'SEASONALITY',.., 'CONSTANT',..,'VARIANCE',..)
Can anyone tell, how can we calculate these values?
Thank you
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Aman
2024 年 8 月 21 日
Hi Seemant,
As per my understanding, you want to find seasonal and non-seasonal coefficients values when the degree of non-seasonal coefficients is fixed for an ARIMA model.
In order to do so, you need to first create an ARIMA model with those fixed degrees and then need to fit that model to your data. Once you have fitted your model, you can find the coefficients values using the fitted model. You can refer to the below code, where I have done the same thing to find the AR parameter value.
rng(5);
y = rand(500,1);
mdl = arima(1,1,1);
estimation = estimate(mdl,y);
AR = estimation.AR{1};
disp("AR parameter estimated is " + string(AR));
You can refer to the documentation below to learn more about the "estimate" function.
I hope it will help you to proceed with your workflow.
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