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,
Perhaps you are confusedthis is R-help
that said, it's very easy with
forecast:::forecast.Arima
in R
Michael
On Wed, Jan 4, 2012 at 8:38 AM, Antonio Tirri antonio.ti...@gmail.com wrote:
Hi, I have to forecast some value of a time series using an ARIMA(5,1,3)
model.
I saw in Matlab
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