ARMA model with fmincon

7 visualizaciones (últimos 30 días)
Cynthia Prevost
Cynthia Prevost el 16 de Mayo de 2019
Hi,
I want to estimate an ARMA model, but not with the usual function. I need to optimize it myself. I want to use the function fmincon for this, but how can I make sure that the process is stationary?
What constraints or something do I need? And note that I have more than 1 parameter. For example:
Thanks in advance!

Respuestas (0)

Categorías

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

Etiquetas

Community Treasure Hunt

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

Start Hunting!

Translated by