MATLAB Answers

Fred
0

How to define some orders in ARIMA

Fred
さんによって質問されました 2013 年 8 月 22 日
I want to define an ARIMA(1,0,8) but I only want the model to find the optimal values for first and last MA orders in a way that for MA component orders from 2 to 7 are zero.How should I change the following function?
model = arima(p,0,q);

  0 件のコメント

サインイン to comment.

1 件の回答

回答者: Shashank Prasanna 2013 年 8 月 22 日
 採用された回答

This should do the trick:
arima('ARLags',1,'MALags',[1 8])
ans =
ARIMA(1,0,8) Model:
--------------------
Distribution: Name = 'Gaussian'
P: 1
D: 0
Q: 8
Constant: NaN
AR: {NaN} at Lags [1]
SAR: {}
MA: {NaN NaN} at Lags [1 8] <--------
SMA: {}
Variance: NaN

  0 件のコメント

サインイン to comment.



Translated by