AR(1) parameters estimation with constant term
Show older comments
I'm trying to get the AR(1) parameters of a times serie Y, but I'm a bit confused because I think if I use the matlab function ar(Y,1) the resulting model seems not to include the constant term. For example, I'd like to get the parameters for something like Y(t)=C+B*X(t-1)+Et, with C as a constant term and Et as a Gaussian noise, however the resulting model using the matlab function ar(Y,1) is something like A(q)y(t)=Et. So, how could I get the constant term C from that?.
I'd really appreciate somebody who can help me.
Answers (1)
ignacio rios
on 20 Dec 2012
0 votes
I've the same question =S
Categories
Find more on Dynamic System Models in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!