Azzera filtri
Azzera filtri

Off the display of ESTIMATE function

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Torsionfree
Torsionfree il 25 Nov 2013
I'd like to estimate parameters from out-of-sample data (time 1:t-1) forecast time t.
code including this procedure is following.
rng = 1:t-1; model = arima(1,0,1); barma_fit = estimate(model,y(rng),'print',false); forearma(t) = forecast(barma_fit,1);
Two question about it.
1. Is the code is right one?! Do I have to normalize y before estiamtion? 2. When I use "estimate" function, MATLAB provide Diagnostic Information I'd like to turn off. I think 'Display','off' is available on recent version. I'm using R2013a and that option is not available for this version. Could you give any idea about it?!

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