Do you have the System Identification Toolbox? There is armax() in R2010.
Matlab 2010 ARMA model
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I have Matlab 2010 running on my work machine. I can see functions to fit AR model.
(1) Is there any function or package to fit ARMA model knowing the lags? (2) Is there any function of package to fit MA model knowing the lags?
Thanks
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