ARIMAX model with econometric modeler

Question

karim bio gassi 2020-5-21

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/529303-arimax-model-with-econometric-modeler

评论： Redho redho 2020-10-26

Good evening

I built a ARIMAX model with the matlab econometric modeler toolboox. the model can be visualized by 2 plots.

the first representing the fit model (ydata and ypredicted data) and the second the residual(ydata-ypredicted data). I generate the code of these plots to understand how the toolbox get the plot parameters. Unfortunetly the function generated didnot explain it.

I wonder if the following code is the correct code to get these parameters..

[Y2,res2] = simulate(ARIMAX_dataw1,261, 'NumPaths',1, 'X',[dataw2,dataw3]);

figure

subplot(2,1,1)

plot([Y2,dataw1])

subplot(2,1,2)

plot(res2)

please help me.

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karim bio gassi 2020-5-27

Hi everyone

I am still waiting for your help

thanks

Redho redho 2020-10-26

Is it works?

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Answer 1

Stepp Gyogi 2020-6-19

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链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/529303-arimax-model-with-econometric-modeler#answer_454369

I just posted another question which is about a completely different issue. However, it contains some code in which you will find examples for simulating and estimating your ARIMAX model. There is also a link to the relevant arima class, which has all the documentation I used to write that code.

Here is the link with the code:

https://www.mathworks.com/matlabcentral/answers/551389-armax-vs-arimax-models-numerically-different-estimates

Hope this helps!