How to define some orders in ARIMA

Question

Fred 2013-8-22

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/85360-how-to-define-some-orders-in-arima

I want to define an ARIMA(1,0,8) but I only want the model to find the optimal values for first and last MA orders in a way that for MA component orders from 2 to 7 are zero.How should I change the following function?

model = arima(p,0,q);

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Shashank Prasanna 2013-8-22

2
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/85360-how-to-define-some-orders-in-arima#answer_94834

在 MATLAB Online 中打开

This should do the trick:

arima('ARLags',1,'MALags',[1 8])

ans =

    ARIMA(1,0,8) Model:
    --------------------
    Distribution: Name = 'Gaussian'
               P: 1
               D: 0
               Q: 8
        Constant: NaN
              AR: {NaN} at Lags [1]
             SAR: {}
              MA: {NaN NaN} at Lags [1 8]    <--------
             SMA: {}
        Variance: NaN