How to define some orders in ARIMA
1 view (last 30 days)
Show older comments
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 Comments
Accepted Answer
Shashank Prasanna
on 22 Aug 2013
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
0 Comments
More Answers (0)
See Also
Categories
Find more on Conditional Mean Models in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!