time series modeling with one- lag

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som 2012-2-17

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https://ww2.mathworks.cn/matlabcentral/answers/29465-time-series-modeling-with-one-lag

Hi all

I have a time series of a random variable ' a ' which varies both in month and year. Historical data of this variable for 12 months and 25 years i.e. matrix 25 by 12, is available. I want to write a program using such historical data and Auto Regressive (AR (1)) model to generate a series of data for long period. I've found thomas-fiering test for this problem but I don't know how it works. Could you please guide me.

Thanks in advance,