Problems with ARMA model

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Ronald Balvers
Ronald Balvers 2019 年 11 月 14 日
コメント済み: Aman 2024 年 9 月 24 日
Working with the arima function from the Econometrics toolbox. When I use an AR or an MA model, no problem. However I get an error message when using an ARMA(1,1) model. The self-contained code is
data = randi([-10 10],1,30)';
model=arima(1,0,1);
result=estimate(model,data)
Running this I receive the error message 'Index exceeds the number of array elements (2).'
  1 件のコメント
Aman
Aman 2024 年 9 月 24 日
Hi Ronald,
I tried running the code, and it worked fine for me. Could you please share the actual code that you are trying to run, as this piece of code is not giving any error?
data = randi([-10 10],1,30)';
model=arima(1,0,1);
result=estimate(model,data)
ARIMA(1,0,1) Model (Gaussian Distribution): Value StandardError TStatistic PValue ________ _____________ __________ __________ Constant -2.5461 1.8535 -1.3737 0.16954 AR{1} -0.90452 0.063244 -14.302 2.1222e-46 MA{1} 0.82809 0.10344 8.0057 1.1876e-15 Variance 20.476 5.8193 3.5187 0.00043367
result =
arima with properties: Description: "ARIMA(1,0,1) Model (Gaussian Distribution)" SeriesName: "Y" Distribution: Name = "Gaussian" P: 1 D: 0 Q: 1 Constant: -2.54611 AR: {-0.904525} at lag [1] SAR: {} MA: {0.828095} at lag [1] SMA: {} Seasonality: 0 Beta: [1×0] Variance: 20.4764

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