Too many input arguments - ARIMA model selection

4 ビュー (過去 30 日間)
emanuele colombo azimonti
emanuele colombo azimonti 2020 年 3 月 25 日
回答済み: Shishir Singhal 2020 年 4 月 9 日
Good Afternoon , I get the error :
" Error using arima
Too many input arguments.
Error in CPIForecasting (line 42)
mdl = arima(p,0,q);"
For this code:
pmax = 4; qmax = 4;
aic=NaN(pmax+1,qmax+1); bic = aic;
const = 1;
for p = 0:pmax
for q = 0:qmax
mdl = arma(p,0,q);
[~,~,logL] = estimate(mdl,y,'Display','off');
kk = (p+q+1); nobs=size(y,1)-pmax;
aic(p+1,q+1) =(-2*logL/nobs)+(2*kk/nobs);
bic(p+1,q+1) = (-2*logL/nobs)+(2*kk*log(nobs)/nobs);
end
end
I am trying to estimate the model by using the BIC.

回答 (1 件)

Shishir Singhal
Shishir Singhal 2020 年 4 月 9 日
In code, it is mentioned as arma(p, 0, q).
I guess it should be arima(p, 0, q).

カテゴリ

Help Center および File ExchangeConditional Mean Models についてさらに検索

タグ

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by