Hi, I have to forecast some value of a time series using an ARIMA(5,1,3) model.
I saw in Matlab there isn't a function for ARIMA models because ARIMA models are a type of Box-Jenkins models. But how to set parameters? In the Box-Jenkins models m = bj(data,[nb nc nd nf nk]) How to set nb, nc, nd, nf and nk in order to have an ARIMA(p,d,q) model? Thanks [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.