ARIMA modelling and forecasting.
2 ビュー (過去 30 日間)
古いコメントを表示
Good day, I need to somehow generate a script that can enable me to find the best ARMA model (minimize AIC0) starting from ARMA 0,0 to ARMA 5,5 on a rolling basis (over 4000 data points). After the best model has been selected I would like the program to perform a 1 step ahead forecast. Ideally, I would like be able to view the model selected at each point and the forecast generated. Could you point me in the right direction? Thank you in advance. Regards Nev
0 件のコメント
回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Conditional Mean Models についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!