Problems with ARMA model

Question

Ronald Balvers 2019-11-14

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/491164-problems-with-arma-model

评论： Aman 2024-9-24

Working with the arima function from the Econometrics toolbox. When I use an AR or an MA model, no problem. However I get an error message when using an ARMA(1,1) model. The self-contained code is

data = randi([-10 10],1,30)';

model=arima(1,0,1);

result=estimate(model,data)

Running this I receive the error message 'Index exceeds the number of array elements (2).'

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Aman 2024-9-24

在 MATLAB Online 中打开

Hi Ronald,

I tried running the code, and it worked fine for me. Could you please share the actual code that you are trying to run, as this piece of code is not giving any error?

data = randi([-10 10],1,30)';
model=arima(1,0,1);
result=estimate(model,data)
 
    ARIMA(1,0,1) Model (Gaussian Distribution):
 
                 Value      StandardError    TStatistic      PValue  
                ________    _____________    __________    __________

    Constant     -2.5461        1.8535        -1.3737         0.16954
    AR{1}       -0.90452      0.063244        -14.302      2.1222e-46
    MA{1}        0.82809       0.10344         8.0057      1.1876e-15
    Variance      20.476        5.8193         3.5187      0.00043367
result = 
  arima with properties:

     Description: "ARIMA(1,0,1) Model (Gaussian Distribution)"
      SeriesName: "Y"
    Distribution: Name = "Gaussian"
               P: 1
               D: 0
               Q: 1
        Constant: -2.54611
              AR: {-0.904525} at lag [1]
             SAR: {}
              MA: {0.828095} at lag [1]
             SMA: {}
     Seasonality: 0
            Beta: [1×0]
        Variance: 20.4764

请先登录，再进行评论。

请先登录，再回答此问题。

Problems with ARMA model

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

回答（0 个）

另请参阅

类别

标签

Community Treasure Hunt

Problems with ARMA model

1 个评论 显示 -1更早的评论隐藏 -1更早的评论

回答（0 个）

另请参阅

类别

标签

Community Treasure Hunt

1 个评论
显示 -1更早的评论隐藏 -1更早的评论