Code for GARCH-ARIMA

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Seemant Tiwari 2024-3-24

I have time series data,

My input series is TEMP., HUMIDITY, PRESSURE.

and MY TARGET SERIES IS AVERAGE WIND SPEED.

I am arranging my data for 1 day ahead prediction like

d= ones(1,365);

X_new=[Temp.;Humidity;Pressure];

X=mat2cell(X_new,3,24*d);

input series = X

T_new=[wind speed];

T=mat2cell(T_NEW,1,24*d);

Target series = T

I WANT TO GO NEXT STEP FOR garch-arima, I WANT CODE TO CALCULATE P,D,Q VALUE

ALSO PREDICTION CODING, for GARCH-ARIMA

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