Estimate ARIMA model parameters (MATLAB2012a)

2012 12 1
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更新时间：2019 2 9
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Hi,
I am trying to estimate the parameters of an ARIMA model by using the function fit = estimate(model,Y). However, I am getting the following error even when I am running the relevant example from the webpage
Index exceeds matrix dimensions.
Error in internal.econ.arma0 (line 162) d = covariance(Q+2:Q+P+1);
Error in arima/estimate (line 631) [AR0, MA0, constant, variance] = internal.econ.arma0(I(Y), LagOpAR0, LagOpMA0);
Any suggestions?
Thanks!

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回答（1 个）

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I kept getting this error as well. Took me a while, but I realized I had a function named autocorr in my current folder (shouldnt have given it the same name as an internal function) and this was being used intead of the original when running the garch and thus causing the issue.

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