Error With Forecasting ARIMAX Model

7 visualizaciones (últimos 30 días)
J.C.
J.C. el 27 de Mzo. de 2014
Comentada: Redho redho el 22 de Dic. de 2020
I'm trying to specify an ARIMAX model and then use it to forecast an hourly time series. When I use forecast, however, I get the error: "Error using arima/forecast (line 274) Additive constant must be specified." I'm sure I missing something simple, but I can't figure out what it is and searching the web hasn't turned up anything. The relevent code is below. Any help would be appreciated.
model = arima('AR', arLagV, 'D', 0, 'SAR', 0);
[estModel, estParmCov, logL, info] = estimate(model, Y(100:length(Y)),...
'X', X, 'Display', 'params');
[Y,YMSE,V] = forecast(model, 48, 'X0', X, 'Y0', Y(100:length(Y)), 'XF', XF);
  1 comentario
Redho  redho
Redho redho el 22 de Dic. de 2020
excuse me, could you help me sir with give me this codes because i need to toward a bachelor degree
thanks before sir

Iniciar sesión para comentar.

Respuesta aceptada

Hang Qian
Hang Qian el 30 de Mzo. de 2014
To forecast the ARIMA model, we want a model with all coefficients being known. After parameter estimation, the fitted model is reported as estModel. So the program will work if you replace "model" by "estModel":
[Y,YMSE,V] = forecast(estModel, 48, 'X0', X, 'Y0', Y(100:length(Y)), 'XF', XF);

Más respuestas (0)

Categorías

Más información sobre Conditional Mean Models en Help Center y File Exchange.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by