Forecasting with an AR(8) model

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Panty
Panty 2014-7-9
评论： Shashank Prasanna 2014-7-14
Hi, I am totally newly in Matlab and I have a question.
I have a time series and I want to apply an AR(8) model to forecast the next 12 observations.
I dont think that I could understand/follow the Mathworks instructions.
Any help??
Thank you!
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Panty
Panty 2014-7-10
By the way, do I need the 'System Identification Toolbox' for my case ???
I have the student version of Matlab&Simulink R2013a.
Panty
Panty 2014-7-11
Guys.. Could you please help me??? I tried to wrote the script for what I wanted but I got some errors. Probably is wrong. I wrote the following: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
[rows,columns]=size(NEW_ROUTPUTQVQ196520014)
for column=1:columns
InSampleData=NEW_ROUTPUTQVQ196520014(1:end,column)
for periods_ahead = 1:12
Mdl=arima(2,0,0);
EstMdl = estimate(Mdl,InSampleData);
[Yhat] = forecast(m1,1);
Yhat=NEW_ROUTPUTQVQ196520014(end+1,column);
InSampleData=NEW_ROUTPUTQVQ196520014(1:end,column);
end;
end; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
I am repeating these time-series forecating for all the columns of my dataset. I got the following error:
Error in End_of_sample_AR8_model (line 7) Mdl=arima(2,0,0);
Any help please??????
Much appreciated!!

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Shashank Prasanna
Have you seen the doc already? If you haven't here's the link to ARIMA models:
http://www.mathworks.com/help/econ/arima.estimate.html
You can estimate your AR coefficients from data and then use the model to forecast. Give it a try and if you have specific question let us know.
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Panty
Panty 2014-7-14
Could you please check here??
http://www.mathworks.com/matlabcentral/answers/141720-forecasting-using-ar-p-model-with-real-time-data-need-help#answer_144975
I am repeating my issue with more details.. Can you please have a look?
Many thanks.
Shashank Prasanna
Shashank Prasanna 2014-7-14
What is your question? What is the issue you are facing?

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