how to write an arima model loop

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masoumeh solgi 2020-5-16

编辑： masoumeh solgi 2020-5-16

Hi,i want to solve a arima model for a 3 differents lags(1,12,30) ,for all maturities( columns) and extract its coefficient

for just one lag and one maturity(for exmple for 6 month==column 1 )i wrote below code

AR_gy96 = arima('Constant',NaN,'ARLags',1,'Distribution','Gaussian');

AR_gy96 = estimate(AR_gy96,gyields(:,1),'Display','off');

and it works

AR=zeros(13,1);

for i=1:13

AR(i,:) = arima('Constant',NaN,'ARLags',1,'Distribution','Gaussian');

AR(i,:) = estimate(AR(i,:),gyields(:,i),'Display','off');

beta(i,:) =AR(i,:) .Coefficients.Estimate';

end

it dose not work,please help me.

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