Fit model to data

2014 3 27
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更新时间：2014 3 27
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Hi all.
How do I fit an estimated ARMA model to the actual data. For example, my estimated model is ARMA(2,0). Now, how do I run this model and compare (plot) it against the actual data?
Thanks in advance for any help.

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回答（1 个）

Shashank Prasanna
Shashank Prasanna 2014-3-27

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Here are some examples:
http://www.mathworks.com/help/econ/arma-models.html
Click on the links below to see more examples on how to specify, estimate and simulate/forecast the model

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