getting AR residuals to a vextor

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dav 2013-2-23

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Hi,

I need to fit an ar(15) model (WITH OUT USING ARX()IN MATLAB) to yt1 data created bu the following code and get the residuals to a vector. can someone please help?

code:

a0 = 0.05; a1 = 0.1; b1 = 0.85;
epsi=zeros(2101,1);
simsig=zeros(2101,1);
for i = 1:2101
               if (i==1) 
                   simsig(i) = a0 ;
                   s=(simsig(i))^0.5;
                   epsi(i) = normrnd(0,1) * s;
               else
                   simsig(i) = a0+ a1*(epsi(i-1))^2+ b1*simsig(i-1);
                   s=(simsig(i))^0.5;
                   epsi(i) = normrnd(0,1) * s;
               end
end
yt1=epsi.^2;