How to set the parameter values for ARX model

Hi all,
There are two time series, "A"(auto-regressive variable) and "B"(exogenous variable).
Please let me know how to estimate the parameters for auto-regressive variable by fixing the parameters for exogenous variable. Such that,
First set the parameters for exogenous variable and then find the parameters for auto-regressive variable
Thanking you in advance,
Kushan

回答(0 个)

产品

提问:

2014-2-14

评论:

2014-2-17

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by