ARIMA modelling and forecasting.
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
Good day, I need to somehow generate a script that can enable me to find the best ARMA model (minimize AIC0) starting from ARMA 0,0 to ARMA 5,5 on a rolling basis (over 4000 data points). After the best model has been selected I would like the program to perform a 1 step ahead forecast. Ideally, I would like be able to view the model selected at each point and the forecast generated. Could you point me in the right direction? Thank you in advance. Regards Nev
0 comentarios
Respuestas (0)
Ver también
Categorías
Más información sobre Conditional Mean Models en Help Center y File Exchange.
Productos
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!