Error With Forecasting ARIMAX Model

Question

J.C. 2014-3-27

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https://ww2.mathworks.cn/matlabcentral/answers/123394-error-with-forecasting-arimax-model

评论： Redho redho 2020-12-22

I'm trying to specify an ARIMAX model and then use it to forecast an hourly time series. When I use forecast, however, I get the error: "Error using arima/forecast (line 274) Additive constant must be specified." I'm sure I missing something simple, but I can't figure out what it is and searching the web hasn't turned up anything. The relevent code is below. Any help would be appreciated.

model = arima('AR', arLagV, 'D', 0, 'SAR', 0);
[estModel, estParmCov, logL, info] = estimate(model, Y(100:length(Y)),...
    'X', X, 'Display', 'params');
[Y,YMSE,V] = forecast(model, 48, 'X0', X, 'Y0', Y(100:length(Y)), 'XF', XF);

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Redho redho 2020-12-22

excuse me, could you help me sir with give me this codes because i need to toward a bachelor degree

thanks before sir

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Answer 1

Hang Qian 2014-3-30

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https://ww2.mathworks.cn/matlabcentral/answers/123394-error-with-forecasting-arimax-model#answer_131339

To forecast the ARIMA model, we want a model with all coefficients being known. After parameter estimation, the fitted model is reported as estModel. So the program will work if you replace "model" by "estModel":

[Y,YMSE,V] = forecast(estModel, 48, 'X0', X, 'Y0', Y(100:length(Y)), 'XF', XF);