Autoregressive linear regression one period ahead predictor model

7 次查看（过去 30 天）
Ernest van Niekerk
Ernest van Niekerk 2019-11-17
编辑： Ernest van Niekerk 2019-11-17
I have a Matlab assignment where I have to create an Autoregressive linear regression model that impliments one-period-ahead predictions for a large set of stock exchange index values. I am unsure how to do this. I have been reading for a while and the only method I found thus far is Matlab's arima() function. However I am unsure if this function is appropriate because I am having a really hard time understanding the function explenations. Can anyone recommend a method that will be suitable? Is it possible to impliment a standard fitlm model in this case? Any advice would be greatly appreciated thank you

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear and Nonlinear Regression 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by