setting MaxFunEvals in estimate command
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I need to fit an ARIMA(7,0,7) model to a set of data (NRV in the code below), however if I don't specify any options, MATLAB stops and says it has reached the maximum number of function evaluations. I tried to set this higher, but MATLAB gives me an error... Anyone have an idea how to fix it? Thanks in advance!
code:
modelNRV = arima(7,0,7);
opt = optimset('MaxFunEvals',5000);
ARMANRV = estimate(modelNRV,NRV(1:timespan),'options',opt);
error:
Index exceeds matrix dimensions.
Error in arima/estimate>linearConstraints (line
1095)
LB(i1:i2) = [-10 ; repmat(-1 + tolerance, nAR +
nMA, 1) ; tolerance(isVarianceConstant)];
Error in arima/estimate (line 755)
conStruct = linearConstraints(LagsAR,
LagsSAR, LagsMA, LagsSMA, ...
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