Catching errors when estimating ARIMA model

Natalia Ochoa

2015 9 10

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4 次查看（30 天）

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Hello: I have the following code that tries to fit an ARMA(1,0,1) to a time series. I want to put AR coefficients in a vector, but when the estimation doesn't have an AR term, the code shows a 'Subscripted assignment dimension mismatch'. How can I use a try... catch to solve this error? I think if I know the name of the error - see line 8 in code - I might be able to catch it

Thanks!

    for i=1 : m-Min_Days-1
        [EstARIMA,EstParamCov] = estimate(arima(1,0,1),y(1:i+Min_Days),'E0',y(1));
        exp_mean(i,1)=forecast(EstARIMA,1)*252;
        exp_mean;
        try
           parameters6(i,1)=cell2mat(EstARIMA.AR);
        catch ME
           if HOW DO I NAME THE ERROR??
              msg = 'No AR';
                causeException = MException('MATLAB:myCode:dimensions',msg);
                ME = addCause(ME,causeException);
           end
           rethrow(ME)
        end
    end