How to forecasting using arima model

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Yuni Wulandari 2021-2-16

load 'sst.dat'

y = log(sst);

T = length(y);

Mdl = arima(1,1,1);

EstMdl = estimate(Mdl,y);

[yF,yMSE] = forecast(EstMdl,60,y);

upper = yF + 1.96*sqrt(yMSE);

lower = yF - 1.96*sqrt(yMSE);

figure

plot(y,'Color',[.75,.75,.75])

hold on

h1 = plot(T+1:T+60,yF,'r','LineWidth',2);

h2 = plot(T+1:T+60,upper,'k--','LineWidth',1.5);

plot(T+1:T+60,lower,'k--','LineWidth',1.5)

xlim([0,T+60])

title('Forecast and 95% Forecast Interval')

legend([h1,h2],'Forecast','95% Interval','Location','NorthWest')

hold off

my question :

what's wrong with this code [yF,yMSE] = forecast(EstMdl,60,y); so it comes up "Parameters must be a character."?

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