[R] [Matlab] Need help on ARIMA and Matlab

2012-01-04 Thread Antonio Tirri
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,

Re: [R] [Matlab] Need help on ARIMA and Matlab

2012-01-04 Thread R. Michael Weylandt
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